Aliens - Japanese version cuts out the "3D" driving stages... I guess in a way that's an extra the World/US got. But the other differences aren't - in the Japanese version you get to keep your weapon between levels instead of going back to the pea shooter. Japanese version starts putting life-up items in stages when your hit points drop to 5, on the World they don't appear until 4, and on the US you have to be down to 3 hit points before you can recover any life.
Bucky O' Hare - on the World version picking up life items when your bar is full gives you a "1-Up" and carries over to the next life. US version doesn't fill the bar past the maximum. US has a different button configuration (?)
Crime Fighters - World/Japan versions give you a "block" lifebar that fills back up between levels, and has an extra third button for the reverse kick. US version does away with the third button, and replaced the life bar with a lame Gauntlet-style "countdown"... meaning you lose life even when you're not getting hit. Pretty much turns the game into a pure quarter-muncher.
Lightning Fighters - the only exception to the rule?!? US version starts you off with one bomb, and when you die you pick up where you left off. Trigon (the Japanese version) starts you with no bombs and when you die you go back in the level. Wow...
The Simpsons - I believe that on the Japanese version life-ups carry over to the next life, like on Bucky O' Hare? Something like that. I'm too lazy to check now.

Thunder Cross - US and Japanese versions are kinda different, really... most notable change is that the US version has a smart bomb called "L'il Baby" that destroys everything on the screen... which is pretty much needed for the lame enemies they added that when shot, blow up into a bunch of bullets, including a homing bullet. What the hell were they thinking?
Sunset Riders - World version awards extras at 20k and 200k, plus has a 1-Up that can be picked up on the Chief Scalpem level. No extras at all on the US version, although the second loop doesn't seem to be any harder than the first...? A minor consolation...
X-Men - Japanese version actually has life-ups, unlike the US version. Japanese version has an extra attack when pushing df+Attack, which makes fighting bosses much easier. Using a mutant power on the Japanese version uses one of the "reserve" balls first, on the US it automatically tries to drain your life bar before using the extra reserves.