Well, I'm sure there are tons I don't have, but then that's because there are tons I don't use. Saffron comes to mind, for example.
Probably the most "exotic" thing I have (as a Midwestern American) is mace. I had to hunt that down. Kroger (even the big superstore) didn't carry it.
The thing with spices/herbs...even though I cook every day, with just two people, it can take a while to go through something even as common as fennel. If all I did was cook, cook, cook, and make sausage from scratch, it'd be easier, but I don't.
We do have a spice market (spicemonger?) in the city, but that's an hour away, and closed one of the two days I (used to) work in the city. That's something I'd like to get better at - buying smaller amounts of spices, because I just don't go through the bigger bottles fast enough, but it's much less convenient initially, and around my house anyway, convenience carries a lot of weight.