Gas solubility depends on hydrostatic pressure:
Perhaps I am missing something, but it sounds to me like another way of saying "Henry's law is only an approximation" (which is quite normal, every chemical/physical law I can think of that states linear proportionality fails at some point). Still, interesting find, thank you.
So I think this qualifies as one of the 'highly exotic cases' that you mention.
I was actually thinking about isotope separation in gravitational field (very tall columns, very low temperatures), but I was at the same time sure there are other cases that will fit.