VI kind of goes more the FFIX route where there are few missable items but instead, you miss out on the chance to get an item earlier than you would normally get it. There are some permanent missable items though.

For the most part, you can get most of the games items by going through the Coliseum, but that can be painful and often times, the items are weaker than stuff you will find normally, for instance, you can get items like the Rune Blade through the Coliseum but the weapon will be pathetically weak compared to items you can buy in stores, so often I feel missing these items or close to being counted as missable cause their value diminishes. So I'll list where some of the easier items are.

World of Balance Missable Items:

Gauntlets*- Returner's Hideout
Ribbon - South Figaro (Locke Scenario)
RuneBlade* - Narshe Mines (Terra Scenario)
Titinibar(sp?) - Mobliz (Sabin's Scenario)
Chain Saw - Zozo
StoneBlade - Magitek Factory
Gold Hairpin - Narshe (Choose Mog)
Mog (Character) - Narshe (Choose the Gold Hairpin)
Water Rondo Dance - Serpent Trench (Fail to recruit Mog)
Atma Weapon** - Sealed Gate Cave
Assassin Knife - Sealed Gate Cave
Tempest - Sealed Gate Cave
Coin Toss - Sealed Gate Cave
Gale Hairpin - Imperial Palace
Charm Bangle*** - Imperial Palace
Tintinibar*** - Imperial Palace
Locked room treasure*** - Imperial Outpost
Memento Ring - Thamasa
Tabby Suit - Esper Cave
Chocobo Suit - Esper Cave
Healing Rod - Esper Cave
Murasame - Floating Continent
Hardened - Floating Continent
Shadow (Character) - Floating Continent

* If you miss this item, you can't get it until the WoR
** There is a second one, that can be stolen from the third tier of the Final boss fight
*** Requires you to get a perfect score at the Imperial Banquet

Also, it should be noted that the items in the Narshe Mines, South Figaro Cave, and South Figaro can actually be upgraded by waiting until the WoR to acquire them.

World of Ruin Missable Items:

Blood Sword - Tzen (One time Scenario)
Healing Rod - Tzen (One time Scenario)
Healing Rod - Tzen (One time Scenario)
Soul Sabre - Figaro Castle Basement
Royal Crown - Figaro Castle Basement
Czarina Gown - Daryl's Tomb
Exp. Egg - Daryl's Tomb
Dragon Claws - Daryl's Tomb
Genji Helmet - Daryl's Tomb
Ragnarok Sword - Narshe (Choose the Magicite)
Ragnarok Magicite - Narshe (Choose the Sword)
Moogle Charm - Narshe Caves
Fenrir Magicite - Mobliz (Don't use Vanish/Instant Death trick on Phumbaba)
Bahamut Magicite - World Map (Airship) (Don't use Vanish/ Instant Death trick on Doomgaze)

At this point, it gets tricky to mention what is missable cause while there are no more one time events in the game, sometimes you can't get to certain places without certain characters. For instance, you lose out of all the items in the Phoenix Cave and Narshe if you fail to recruit Locke into your party again. Also, each of the optional Dragon bosses holds a powerful key item but obviously you need to beat them to get it. Also, you can acquire some items you may have missed by either utilizing the Coliseum or using the Ragnarok Summon to Morph enemies into items.

Missable Locations/ Events

Duncan's House (WoB, before recruiting Sabin) - No items worth mentioning but extra story scene with Edgar.

Returner's Hideout - Have Terra say NO to Banon three times, you get a bit more dialogue and a different item.

Cave on Veldt (Veldt, Sabin Scenario) - Explore the edges of the dungeon to unlock some additional antics between Sabin, Cyan and Gau

Figaro Castle - Bring Sabin and Edgar to the castle, for an event.

Kohligen, Jidoor, and Thamasa - Have Shadow in your party and sleep in the inn. Happens randomly so try multiple times

Crazy Old Man's House - Bring Gau to the house, can be done in either section of the game, but you get more dialogue with more characters so wait til WoR when you've recruited everybody.

Eccentric Old Man's House (WoB, North of Kohligen) - Obtain a Hero Ring and talk to him.

Imperial Capital (Bar, before going to the Magitek Research Facitlity) - Learn Kefka's Backstory.

Blackjack (After the Imperial Banquet, before going to Albrook) - Minor backstory and foreshadowing for Setzer and Cid

Thamasa - Search the whole town before speaking to the old man who knows about monsters, to see some extra, funny events.

Thamasa - Return with Strago and Relm in your party before going to the Floating Continent, to meet an NPC who plays a role in a sidequest later.

Floating Continent - Bring a party of 3, don't bring Celes. You'll recruit a fourth character at the entrance and Celes will show up later anyway, this will make the last part of the dungeon much easier.

Other things to keep in mind in the WoR:

Eventually go back to Solitary Island and play on the beach...

Let Cyan take a nap in his old home, and bring Terra along for fun...

Let the Zone Eater have his way...

There are some weird trees not far from Narshe, maybe you should check it out with Sabin...

Let Strago and Relm check back at home sometime...

Play with the Submarine Castle, and bring Terra with you...


Hope that helps, I'm probably forgetting some stuff though.