Here is a list of some 3DS exclusives retail releases, most are in a big box.
One Piece Romance Dawn (GameStop)
Scribblenauts Stylus Bundle (GameStop)
Pokémon Sun/Moon Dual Pack w/ Steelbook (Amazon)
Pokémon Sun/Moon Dual Pack w/Figurines (Target Exclusive)
Pokémon Ultra Sun w/Keychain (Target and Wal Mart?????)
Pokémon Ultra Moon w/Keychain (Target and Wal Mart????)
LEGO Marvel Avengers w/LEGO Quinjet included (Toys R Us)
Final Fantasy Theatrythm Curtain Call Collector Edition (Square Enix Online Store Exclusive)
Kingdom Hearts 3D Collector Edition (Square Enix Online Store Exclusive)
Tenkai Knights w/toy (Target Exclusive)
I believe there are more LEGO variants from Toys R Us and I also believe there were some Target variants that included a stylus, but I believe those may have been repackaged by Target and no official releases by the original Publisher. If anyone has any more details on any additional exclusives please feel free to PM me or post in here.