Interesting question, with different answers depending on context. Game I wish I owned the rights to, or game I do not have that I wish I did?
Definitely not sure about the first context. While there are games I am completely inspired to write for, owning the games themselves would be problematic. For one, I do not have the ability, or time, to devote to owning a games IP and keep it going. On another note, my biggest gamer love is SLA Industries, and while I have a ton of ideas for it, the game has a particular story, and that story belongs to Dave Allsop, the originator of the setting.
For the second interpretation of the question, there are many games that I have sold or given away that I wish I still had.
7th Sea, Deadlands, Shadowrun, and many others.
At this moment in time, I want the D&D 5th edition books. I absolutely love what they have done with the system. The changes bring the game into the current age and at the same time take you back to the Basic through 2nd edition AD&D feel of the game. Back to the heart of Role-Playing, classes, levels and dungeon delving.
To be completely honest, I am mostly unaware of games on the market outside of the few that I have, and those are mostly out of print.
For the games I am aware of, that I do not have, Iron Kingdoms, Victoriana and Rocket Age all look like something I could sink my teeth into. Somewhere out there, is a game based off of old 70s movies that I want to get my hands on also.
Feel free to comment with a game I might want to check out.