Another segment that is sort of a holy grail in english is part 3 of the three-part "Bert and Ernie: Banana in Ear" sketch. I don't know of any episodes with part 3, that's the only part that's not on sesamestreet.org, and it seems many fans only remember parts 1 and 2... But part 3 has shown up online in sweden.
Part of me feels like many of the segments that were pictured/quoted in the Sesame Street Learning Kit books were holy grails before a handful of season one episodes were released on iTunes (and I'm sure more were holy grails before Noggin). Until episodes were added on iTunes, I don't think any of us had sketches like Bert having Ernie guess what happens next, Ernie thinking he has magic glasses, or Cookie Monster using Ernie's phone. Not sure how badly others wanted to see those sketches, but I think the phone segment might have been the biggest "holy grail" of the ones mentioned. Somebody actually posted a video on YouTube asking if anybody had that segment, showing a few pictures from The Sesame Street Book of People and Things.
And there's at least one segment that appears in those books that still hasn't shown up online or in the hands of collectors. In The Sesame Street Book of Puzzles, there's a segment where Ernie is upside-down on the ceiling about to pour a glass of milk. Bert tells him that he can't pour milk when he's upside down, but Ernie does without problem. It looks like a weird segment, and I often wondered WHAT it was supposed to be teaching. The CTW archives "first season show content" mentions it as part of a four-part segment involving Ernie and milk. According to those documents, it was only broadcast once in the first season, and parts 1-3 all led to different segments (including Greeblies and Jaz #8). Concerning all that, I assume it wasn't shown often. Oh, and those files list segments under different educational topics, these milk segments were listed on a page marked "miscellaneous insert tapes", so I guess if it does teach something, it wasn't part of any of the shows main curriculums from the first season.
I wonder if all of the segments from the Sesame Street Learning Kit were rarely if ever shown in the decade before Noggin was introduced. As a kid I had The Sesame Street Book of Puzzles, and the only segments from that book that I saw on the show as a kid are "Ernie and Bert: Before and After" and "Ernie and Bert: Jellybeans". I remember thinking it was cool that those segments were on the show, but hadn't really wondered if the others were on the show or why the book would only contain a few things from the show.