Right, so here's the current list of first party titles that have yet to be released (focused on Europe). I may have included some titles that are out, as I haven't updated this list in a while
NES
F-1 Race - Unlikely due to license
Wild Gunman
Hogan's Alley
Kung-Fu Master - Unlikely due to the license (was based on a Jackie Chan movie)
Stack-up - Unlikely due to needing R.O.B.
Gyromite - Unlikely due to needing R.O.B.
Gumshoe
Nazo no Murasame Jo - Japan only
Pro Wrestling
Slalom - Actually unsure about this. Was made by Rare.
Famicom Grand Prix: F1 Race - Japan Only
Famicom Grand Prix II: 3D Hot Rally - Japan Only
R.C. Pro-Am - Same as Slalom
Famicom Wars - Japan Only
Tetris - Licensing
Famicom Detective Club: The Missing Heir - Japan only
Cobra Triangle - Same as Slalom
Barker Bill's Trick Shooting - Licensing issues
NES Play Action Football - North America only
Snake Rattle 'n' Roll - Same as Slalom & Mattel Licensing issues
Pin-Bot - Same as Slalom
Nintendo World Cup - Japan Only
Time Twist: On the Outskirts of History... - Japan Only
Fire Emblem: Shadow Dragon and the Blade of Light - Japan Only
Fire Emblem Gaiden - Japan Only
Yoshi's Cookie - Massive Licensing Isuses
Joy Mech Fight - Japan Only
Total remaining eligible first party titles outside Japan: 3
SNES
SimCity - Will never happen. Got removed off the Wii Virtual Console due to EA.
Mario Paint - Unlikely (Mouse required)
Super Scope 6 - Unlikely (Super Scope required)
Battle Clash - Unlikely (Super Scope required)
Super Play Action Football - NA Only. Unlikely due to license
World League Basketball - Unlikely due to license
StarFox - Super FX chip makes it unlikely
Yoshi's Safari - Unlikely (Super Scope Required)
Super Mario All-Stars - I don't think this is likely, unfortunately
Metal Combat: Falcon's Revenge - Unlikely (Super Scope Required)
Super Hockey - Unlikely due to license
Super Tennis
Mario & Wario - Unlikely (Japan only and Mouse required)
Stunt Race FX - Super FX chip makes it unlikely
Tin Star - North America Only
Ken Griffey, Jr. Presents Major League Baseball - NA Only. Unlikely due to license
Uniracers - Not going to happen due to lawsuit by Pixar
Wario's Woods - We got the NES version
Fire Emblem: Mystery of the Emblem - Japan only
Super Mario World 2: Yoshi's Island - Super FX chip makes it unlikely
Kirby's Ghost Trap
Super Mario RPG (Requires Square Enix to pull their foot out)
Ken Griffey, Jr.'s Winning Run - Unlikely due to license
Tetris Attack
Kirby's Star Stacker
Wrecking Crew '98 - Japan only. Unlikely.
Super Famicom Wars - Japan only
Sutte Hakkun - Japan Only
Fire Emblem: Thracia 776 - Japan only
Total remaining eligible first party titles outside Japan: 7
GBA
Super Mario Advance (Japan got it)
Magical Vacation - Japan only
Disney's Magical Quest Starring Mickey & Minnie - Unlikely (License)
Game & Watch Gallery 4
The Legend of Zelda: A Link to the Past/Four Swords
Super Mario World: Super Mario Advance 2 (Japan/US got it)
Tomato Adventure - Japan only
Domo-Kun no Fushigi Terebi - Japan only
Koro Koro Puzzle Happy Panechu! - Japan only
Fire Emblem: Fuin no Tsurugi - Japan only
Sakura Momoko no Ukiuki Carnival - Japan only
Custom Robo GX - Japan only
Densetsu no Stafy - Japan only
Kururin Paradise - Japan only
Donkey Kong Country
Final Fantasy Tactics Advance (Requires Square Enix)
Hamtaro: Ham-Ham Heartbreak (Licensing)
Hamtaro: Rainbow Rescue (Licensing)
Pokémon Ruby and Sapphire - Never going to happen
Super Mario Advance 4: Super Mario Bros. 3
Sword of Mana (Requires Square Enix)
Top Gear Rally - Unlikely due to licensing
Mother 1 + 2 - Japan only
Densetsu no Stafy 2 - Japan only
Donkey Kong Country 2
Final Fantasy I & II: Dawn of Souls (Requires Square Enix)
Hamtaro: Ham-Ham Games (Licensing)
Pokémon FireRed and LeafGreen - Not going to happen
Densetsu no Stafy 3 - Japan only
F-Zero Climax - Japan only
Donkey Kong Country 3
Dr. Mario & Puzzle League
Dynasty Warriors Advance - Requires Tecmo Koei
Final Fantasy IV Advance - Requires Square Enix
Pokémon Emerald - Not going to happen
WarioWare: Twisted! - Tilt control could make it tricky
Yoshi Topsy-Turvy - Tilt control could make it tricky
Sennen Kazoku - Japan only
Nonono Puzzle Chalien - Japan only
Drill Dozer
Pokémon Mystery Dungeon: Red Rescue Team
Eyeshield 21: Devilbats Devildays - Japan only
Mother 3 - Japan only
Calciobit - Japan only
Total remaining eligible first party titles outside Japan: 10
N64
Pilotwings 64
Shadows Of The Empire - Licensing
Cruis'n USA - Licensing
Killer Instinct Gold - Rare
Wave Race 64
Mario Kart 64
Mischief Makers - Don't own the rights
Bomberman 64 - Don't own the rights
Blast Corps - Rare
Star Fox 64
GoldenEye 007 - Never going to happen
Tetrisphere
Diddy Kong Racing - Rare
Yoshi's Story
1080° Snowboarding
F-Zero X
Bomberman Hero - Don't own rights
Kobe Bryant in NBA Courtside - Licensing
Banjo-Kazooie - Rare
Major League Baseball Featuring Ken Griffey, Jr. - Licensing
Waialae Country Club: True Golf Classics - Licensing
Mario Party
Cruis'n World - Don't own the rights
Pocket Monsters' Stadium - Won't happen
Hey You, Pikachu! - Mic Issues but possible
Pokémon Snap
Custom Robo
Pokémon Stadium - Yeah no
Super Smash Bros.
Jet Force Gemini - Rare
Command & Conquer 64 - Don't own rights
NBA Courtside 2: Featuring Kobe Bryant - Licensing
Ken Griffey, Jr.'s Slugfest - Licensing
The New Tetris
Mario Party 2
Ridge Racer 64- Don't own rights
Mario Tennis
The Legend of Zelda: Majora's Mask
Pokémon Puzzle League
Excitebike 64
Perfect Dark - Rare
Banjo-Tooie - Rare
Custom Robo V2
Pokémon Stadium 2 - Yeah no
Mickey's Speedway USA - Licensing
Mario Party 3
Dr. Mario 64
Animal Crossing
Total remaining eligible first party titles outside Japan: 21
Eligible Nintendo DS list:
Super Mario 64 DS
Daigasso! Band Brothers
Pokémon Dash
Polarium
Meteos
Nintendogs: Chihuahua & Friends, Dachshund & Friends and Lab & Friends
Another Code: Two Memories - Would require coding a fix for Sleep Mode Puzzle
Metroid Prime Pinball
Nintendogs: Best Friends Edition
Animal Crossing: Wild World
Yakuman DS (Japan only)
Nintendogs: Shiba Inu & Friends (Japan only)
DS Rakuhiki Jiten (Japan only)
Osu! Tatakae! Ouendan (Japan only)
Jump Super Stars (Japan only)
Electroplankton
True Swing Golf
Super Princess Peach
Pokémon Trozei!
Metroid Prime Hunters
Tetris DS - Licensing
Brain Age: Train Your Brain in Minutes a Day! (Needs proper eShop release, out otherwise)
New Super Mario Bros. (Out in Japan)
Magnetica/Actionloop
Big Brain Academy (Out in Japan)
Sudoku Gridmaster
Mario Hoops 3-on-3
Clubhouse Games
Nintendogs: Dalmatian & Friends
Magical Starsign
Pokémon Mystery Dungeon: Blue Rescue Team
Pokémon Ranger
Children of Mana - Requires Square Enix
Elite Beat Agents - Possible music rights issue
Freshly-Picked Tingle's Rosy Rupeeland
English Training: Have Fun Improving Your Skills! (Japan and Europe only)
Eyeshield 21: MAX Devil Power (Japan only)
Densetsu no Stafy 4 (Japan only)
Kanji Sonomama Rakubiki Jiten DS (Japan only)
Tabi no Yubisashi Kaiwachou DS (Japan only)
Mawashite Tsunageru Touch Panic (Japan only)
Project Hacker: Kakusei (Japan only)
Chosoju Mecha MG (Japan only)
Yakuman DS with Wi-Fi Support (Japan only)
Common Sense Training (Japan only)
Jump Ultimate Stars (Japan only)
Kenkou Ouen Recipe 1000: DS Kondate Zenshuu (Japan only)
Touch Hyakunin Isshu: DS Shigureden (Japan only)
Custom Robo Arena
Diddy Kong Racing DS (More likely than N64 version due to lack of Banjo & Conker)
Hotel Dusk: Room 215
Planet Puzzle League
Pokémon Diamond and Pearl - Not without connectivity
Picross DS
Brain Age 2: More Training in Minutes a Day!
The Legend of Zelda: Phantom Hourglass
Chibi-Robo! Park Patrol
Flash Focus: Vision Training in Minutes a Day - I'm unsure with this
Mario Party DS
Master of Illusion
Jet Impulse (Japan only)
Tingle's Balloon Fight (Japan only)
Moero! Nekketsu Rhythm Damashii Osu! Tatakae! Ouendan 2 (Japan only)
Kurikin Nano Island Story (Japan only)
Sujin Taisen: Number Battles (Japan only)
Ganbaru Watashi no Kakei Diary (Japan only)
Slide Adventure MAGKID (Japan only + mouse requirement)
Theta (Japan only)
Zekkyo Senshi Sakeburein (Japan only)
ASH: Archaic Sealed Heat (Japan only)
Nintendo DS Digital TV Tuner (Japan only)
Kousoku Card Battle: Card Hero (Japan only)
Advance Wars: Days of Ruin
Pokémon Mystery Dungeon: Explorers of Darkness and Explorers of Time
Crosswords DS
Pokémon Ranger: Shadows of Almia
Kirby Super Star Ultra
Make 10: A Journey of Numbers (Japan and Europe only)
Soma Bringer (Japan only)
DS Bimoji Training (Japan only)
Professor Kageyama's Maths Training: The Hundred Cell Calculation Method
Game & Watch Collection
Fire Emblem: Shadow Dragon (this week)
Pokémon Platinum - Not without Connectivity
Rhythm Heaven
Personal Trainer: Walking - Requires a peripheral
The Legendary Starfy
Fossil Fighters
Mario & Luigi: Bowser's Inside Story
Pokémon Mystery Dungeon: Explorers of Sky
Style Savvy
The Legend of Zelda: Spirit Tracks
DS Uranai Seikatsu (Japan only)
Tomodachi Collection (Japan only)
Okaeri! Chibi-Robo! Happy Richie Osoji! (Japan only)
Tingle's Balloon Trip of Love (Japan only)
Nihon Keizai Shinbunsha Kanshuu: Shiranai Mamade wa Son o Suru Mono ya Okane no Shikumi DS (Japan only)
100 Classic Book Collection - Free domain books but not likely
Glory of Heracles (Japan and North America only)
Pokémon HeartGold and SoulSilver - Not without Connectivity
WarioWare D.I.Y.
Game & Watch Collection 2
Picross 3D
Dragon Quest IX: Sentinels of the Starry Skies - Requires Square Enix
Art Academy
Golden Sun: Dark Dawn
Pokémon Ranger: Guardian Signs
Mario vs. Donkey Kong: Mini-Land Mayhem!
1000 Cooking Recipes from Elle a Table (Europe only)
Jam with the Band - Possible rights issues
Last Window: The Secret of Cape West
Face Training (Japan and Europe only)
Otona no Renai Shosetsu: Harekuin Serekushon (Japan only)
Fire Emblem: Shin Monsho no Nazo ~Hikari to Kage no Eiyu~ (Japan only)
Dragon Quest VI: Realms of Revelation (Published by Nintendo outside of Japan)
Pokémon Black and White - Not without connectivity
Dragon Quest Monsters: Joker 2 - Requires Square Enix
Fossil Fighters: Champions
Little Charo travels in English! (Japan only)
Pokémon Card Game: How to Play DS (Japan only)
Learn with Pokémon: Typing Adventure - Unlikely due to requirement of a keyboard
Pokémon Conquest
Pokémon Black 2 and White 2 - Not without connectivity
Didn't include the Layton games or games which Nintendo only published in one or two regions while released in all due to that.
Total eligible first party Nintendo DS games for Virtual Console: 59
So yeah, how have they screwed up for NES & SNES again? I could work a list for GB/GBC too and there will likely be similar low amounts left.
It's a matter of third parties again, and whether or not it'll be worth it for them to bring certain games on. The games need work and testing before release, it's not as simple as packaging the rom and saying it's for sale.
3DS is a weak machine unfortunately so emulation for SNES and GBA isn't possible. N3DS has been able to with homebrew, but Nintendo have moved onto the NX architecture and are planning for that. They've even said it multiple times in regards to the VC. It sucks, but NX is going to be phenomenal for it.