Yeah, my experience this morning was that Boeing Employee Credit Union would not finance somebody that wanted to buy my RAV4-EV, because it's not in the Blue Book. They would happily finance a gas RAV4, or any new EV. But any rare car could hit this issue.
Obviously it varies by bank; I have heard from plenty of people that did get loans. And I suspect even at a good (more likely a local one) bank, a manager could have discretion with a good customer. They are also more likely to go for it if you put more down - the possibility of getting upside down on the value of their collateral is the reason they are concerned. Sorry that I can't recommend a good bank though; I haven't financed one myself.
(Fortunately I found a cash customer for the RAV4, so now there is plenty of room for both the Roadster and the Model S in the garage!)