Max Steiner, The Caine Mutiny
The Caine Mutiny is equal parts dialogue recording and soundtrack. It had to be scrapped when Herman Wouk threatened to sue after learning that they had recordings of his novel on side B. Columbia promised to destroy them all, but some employees took them home. A copy went for $6,700 in 2007.
Sex Pistols, God Save the Queen (1977)
A&M pressed 25,000 copies of this single but destroyed them after figuring out that band members were too much for them. These days, it is believed that only 10 copies survived. If you somehow find a copy with the A&M label in the middle, you can get over $8,600 for it. Whoa.