It's harder with Films than it is with music, could list a load of records limited to less than 15 copies. Not including workprints or bootlegs:

Official Music videos:
Legendary Pink Dots - Siren (99 copies)
Current 93 - Since Yesterday
Ministry - Incase You Didn't Feel Like Showing Up
Revolting Cocks - You God Damn Son Of A Bitch
Psychic TV - Live in Berlin

All long out of print and hard to find, often pricey.

Film-wise got the 16 disc, 4 box sets of Twin Peaks season 1 and 2 on laserdisc.
Got the tine box first edition of Battle Royale with the piece of film
Evil Dead book of the dead (Pal version)
None of these are super rare though, 1000s of copies of each were pressed