General:
* Rare
* Scarce
* Elusive
* Uncommon
* Unusual
* Difficult to locate
* Out of stock
* Limited edition
More specific:
* Obscure (for information or knowledge)
* Secretive (for a person or place)
* Hidden (for a location or object)
* Lost (for a person or object)
* Mythical (for something that may not exist)
The best synonym will depend on the context in which you're using it.