Let’s see what I can come up with (and see if I can remember the names correctly!):

• NES: Back in the day, it was probably River City Ransom. Growing up, it was a game my brother and I loved to play… but no one ever knew what we were talking about at the time. Now the Kunio games are a bit more known, and with River City Girls 1/2 they’re getting attention, which is great.
• Gameboy: Avenging Spirits. When I was younger, a friend and I loaned each other a bunch of our games. Sadly, he ended up moving away before we managed to swap back, and he got the better end of the deal when it came to the games. However, I did get left with a copy of Avenging Spirits… the game is a bit strange but its very fun and the sprite work is just adorable.
• SNES: Dragon View. It has great sprite work and a very (at the time) cool looking 3D overworld you can stumble around in… Solid gameplay and some RPG elements make it a nice little gem of a game.
• GBA: River City Ransom EX. Same deal as the NES version. I worked at Toys R Us around this time, and I think I’m the only person who purchased this game from the store…
• PS1: Brave Fencer Musashi. Someone else already mentioned Einhander, so I’ll go with my other go-to PS1 gem from Squaresoft.
• Saturn: Guardian Heroes. While I bought the console for X-men vs Street Fighter, I go it with a handful of games on the cheap at EB Games: Magic Knight Rayearth, some crappy 2D Dragon Ball Z game, X-men vs Street Fighter (and a 4in1 cart of course!) and Guardian Heroes. Its such a well made beat-em-up that really doesn’t get a lot of love because most folks never played any Saturn games.
• PS2: Way of the Samurai. Maybe not super unknown, but definitely a niche game back when it released in the US I think.
• Dreamcast: Cannon Spike. I bought my DC for Capcom games (and SoulCalibur), and this is one of the many gems on that console that never really pops up in discussions. I bought it on the sole merit that Charlie/Nash was in it, but it was wacky and engaging enough to warrant a place in my heart.
• XB360: Tenchu Z. I loved Tenchu back on the PS1/PS2, but this was probably the one that most folks didn’t touch… it was a bit weird but a friend and I played the hell out of it on many a weekend back in the day.

Any other console I either didn’t own (Genesis, Gamegear, PS3, etc) or just couldn’t think of anything that really stood out as a hidden gem (PSP, PSV) or are more current and also don’t really have anything that ranks (PS4, PS5).