A few games come to mind:
- Splatterhouse ( the flying cross was removed in the US release, and the mask is red, other than that I didn't notice any differences)
- the Bonk/ PC Genjin games ( Bonk's transformation is different to PC Genjin's when he eats meat....not sure if this was changed in all three games)
- Cratermaze ( the characters are from Booby Kids, and completely different to those in the PC Engine Doraemon game)
- JJ& Jeff (the characters have been changed from Kato& Ken, and some aspects were changed: farting/ spray can etc...)
- Magical Chase seems to have different backgrounds ( probably nicer) in the US version, although I haven't been able to track down a copy.
- Psychosis, the levels are in a different order to those in Paranoia, the alien no longer tells you to f*ck off.
- R-Type was made into one game for the US, rather than part 1 and 2.
- Sinistron, again some of the levels were switched around, slightly different to Violent soldier.
That's all I can think of as far as very noticeable differences are concerned, but I am sure some changes were probably made to other games as well.