Edit: this was correct as of Feb 2015, but subject to change. For the correct answer as of Jan 2017, and a quick way of finding the current scores, see answer by Moaz0786.
Test match: lowest score never achieved by batsman in an innings as of 2015 is 229.
One Day International: lowest score never achieved as of 2015 is 155.
T20 International: lowest score never achieved as of 2015 is 82
A note on the method: I kept scrolling on the links until I got the impression that there was no way a missing lower score could appear. This was at 200 for tests, at 119 for ODI and at 50 for T20I. For instance in ODIs, 119 has been scored 31 times, and 3 times by Viv Richards alone, so I am pretty confident that all lower values will have been scored, but I didn't do an exhaustive check all the way down to 0.