As was mentioned above "Wii Backup Manager" is an app that lets you export lists of games on your HDD to a CSV file. You can then import that to Excel or another spreadsheet program. You can then import into a different column a list of full games and then use the spreadsheet program to list in a third column games that appear in the full games column, but not the HDD games column.
Several issues to consider here are the potential for spelling errors, capitalization differences and an incomplete full list. I'm not sure how you would get a full list of games available. You could use potentially a program to pull down the information from Nintendo's website, but you'd probably have to write some code/script to pull down only the info you want and put it in to a csv format.
You may want to do the search on the GameID field rather than the name, but then you'd have to get the full list of games with GameIDs and cross reference them back to the names. Also if you do own a pal version vs ntsc or other version, the gameid would be different by one character and not match.
It'd be easier in my opinion to just use the back up manager to export the HDD games to a spreadsheet app and print out the list in alphabetical order, or carry it around on your smart phone/laptop and cross reference it while you are at the store. The full list of games doesn't matter at the store, nor does the list of games you don't own if the store doesn't have it for sale anyway.
