I have the same problem with original xbox games,theres no list thats complete anywhere for anything so far. All info i managed to get on original xbox limited editions was just hunting ebay & google,you may have to do the same for the PS2. When you hunt ebay,go to various countries ebay sites & do the search,this is the most likely way you will be able to find things you may not find elsewhere.
A really collectors edition for the PS2 was a UK release of The Godfather.It came in a metal box with a silk lined interior made to look like a coffin,very nice
Theres also the following i know of thats a head start
The Sopranos Limited Edition
Ultimate Spiderman Limited Edition
Biohazard 5th Anniversary Nightmare Edition-very exspensive,comes in a suitcase,lol
Nascar 2007 Limited Edition
Persona 3 Limited Edition
Try this list-this was just typing the word limited,try collectors & other variations including rare,special etc
Ebay US
http://www.ebay.com/sch/Video-Games-...LIMITED&_sop=1
Ebay UK
http://www.ebay.co.uk/sch/Games-/139...on%25202&rt=nc