Unfortunately, most of the import things I can think of right now were released in the US as well, except for one. Here we go anyway:
Devil Hunter Yohko - Also referred to as Mamono Hunter Yohko. And sometimes spelled Yoko. That should make it fun to search for! One of the more well-known import exclusives, it's a nice little hack-and-slash platformer, and it pretty much speaks for itself. Doesn't look too hot nowadays, but definitely fun.
Gameplay video
Battle Mania - Released in the US as Trouble Shooter with
a shockingly bad cover and no PAL version in sight, this is a jet-pack shooter like Forgotten Worlds but with chicks, and you control two characters at once- you can have one covering the rear or have both aiming forward, and you get to choose weapons before each stage. A quirky little shooter with
the greatest secret ever, but it's quite tough!
Gameplay video
Splatterhouse Part 3 - This was also released in the US but denied a PAL release. This is much closer to Final Fight than the previous Splatterhouse games, and is honestly extremely creepy in parts with some weird photo-realistic cut-scenes.
Gameplay video
Games with better box-art:
Alien Storm -
Hell yes
Shadow Dancer -
Another hell yes
Dynamite Headdy - As well as being very weird, the Japanese version of Dynamite Headdy has
crazy box-art and is significantly easier than its Western counterpart.