My favourite example is the 1987 BBC TV film Coast to Coast. It has never received a home video release and according to the distributor and a co-star, it never will because the cost of re-licencing the Motown laden soundtrack would not be economically viable.
https://www.imdb.com/title/tt0090858/
Dancing in the Street aka Rock & Roll (1996). A stupendous PBS/BBC produced documentary on the history of Rock & Roll and its derivatives. There was a UK VHS release but it has never officially seen the light of day on DVD - or any other digital format and the volume of music involved means that this situation is highly unlikely to ever change.