<object width="425" height="344"><param name="movie" value="http://www.youtube.com/v/jLYIUiYfILY&hl=en"></param><embed src="http://www.youtube.com/v/jLYIUiYfILY&hl=en" type="application/x-shockwave-flash" width="425" height="344"></embed></object>
There's GTAIV advertises as a 360 exclusive.
There was also one that made it seem like Assassin's Creed and Call of Duty 4 were PS3-exclusive.