This happened with the Raichu Pokedoll before I started collecting seriously. They certainly aren't rare, but he's popular and people generally refuse to part with them. I was lucky to get one for around $60.
I actually saw this happen with the Pokemon Time Charizard plush. They were all over eBay and other places forever, for $20-30 before shipping. Then they started disappearing. I got lucky and snapped up one of the last listings for about that price--the rest were $40+! I realize it's still found on Y!J for reasonable prices (although not common), but once you factor in the deputy fees and two lots of shipping, you're much better off going through eBay, since there are no surprises.
And then there have been a few things I still haven't gotten yet that have been subject to this. The big one right now, since I'm trying (and failing) to focus on my Char collection, is the 2013 Pokemon Center Charmander plush. They're at least $40 right now, with none of them on Y!J. The other big one (but much lower down on my list of wants since I haven't played Gen 6 yet) is the Mega Charizard X plush. They're now around $60. Others in this category, it seems, are the Tyrunt PC plush, the Little Tales Pikachu mascot plush, the Pumpkaboo clear file, the Japanese Wobbuffet Pokedoll, and the big Patchwork Pikachu plush (the mascot remains elusive as ever). The Tyrunt problem seems largely due to the release of the Pokedolls, but...
There are several things that I'm starting to think could fall into that category: PC sitting Eeveelution plush, the Furret MPC (along with other MPCs), and the type focus merchandise. The color-changing mug has a going rate of $40 right now, but there are several of them out there.