There are some weird ones that I wish I'd had a chance to play. Yes, the US eventually got Final Fantasy V but I would have liked to have played the original Super Nintendo version. I also really wish Hagane was put onto a digital storefront like the Virtual Console or Steam or really anything. Yes, the US did get this game back in the game but it was a very limited release so, understandably, I missed out because mine wasn't a "it's Friday, let's go to Blockbuster" kind of family. As for games that will likely actually count here:
I'm not 100% into fighting games but I'm pretty sure this one was made by Arc System Works (the Guilty Blue and Blaz-Gear guys). Even if it's not them, it's Fist of the North Star, it seems to be in the Arc-Style and, it looks fantastic. If I want to play a Fist of the North Star title here in the states my choices are greatly limited to one of 2 terribly optimized Warriors titles or a slow Sega Genesis game that was rebranded.
The UK got this but I'm kinda annoyed that the US didn't get this: Mega Man The Wily Wars. This was a sort of graphics upgrade/remix of Mega Man 1, 2 and, 3 that was launched exclusively for the Sega Mega Drive. It seems weird at first that the US didn't get this but my understanding is that the Sega brand was much stronger in the UK (if not the whole of Europe) than it was in the US so Capcom throwing them an exclusive doesn't seem as weird to me. Still, it would be nice if I could get my hands on this more easily but for all I know it's on the PSN store or XBLA at this point again, it would be weird if it wasn't by now.
Seiken Densetsu 3 and Mother 3 can fit here...Also a majority of the River City Rampage Ransom series.