Some of these can be found on other DVDs but compiling them should be a task. I remember seeing the "Brick" trailer upon starting up a few several DVDs over the past few months.

Some trailers that I wouldn't mind seeing (mostly because they weren't released with the DVDs I bought!):

Spider-Man 2. It's missing its teaser trailer (the one opening in the cafe) which I prefer over the one on the DVD. I know it's included on the DVD of "The Missing."

Spider-Man. Everyone knows about the WTC teaser. It's been rumored that it's escaped onto a magazine exclusive DVD. Also, the first theatrical trailer is not included on the DVD release. Luckily, it was included on a Best Buy exclusive disc for Spidey 2!

Titanic. The trailers, etc. were included on the 4-Disc Collector's Edition internationally, but not here in the States!

Unbreakable. This is probably one of the first cases in the disappearing trailers trend.

A.I. I believe this is missing one of its three trailers.

Batman Begins. Only the teaser is included. I much prefer the second one.

Harry Potter films. Same with Batman Begins. I believe the teaser is featured on all of them, not the full one.

King Kong. I haven't checked this one out yet. Are the trailers included with the Production Diaries or 2-Disc SE?