1. Casey vs. Raph - The comic was better, but it was a whole issue devoted to them beating the shit out of each other then turning on criminals at the end.
2. The Foot showing up on the rooftop and beating the crap out of Raph... well in the comics it was Leo, and he was training on the roof, but still it was pretty much the same.
3. April's apartment and antique shop, and the subsequent burning down of said shop, right down to some of the panels being lifted into scenes.
4. Retreating to a farmhouse, in the comic it was Casey Jones' family property. Much of the little bits and pieces of their time there were pretty much scenes translated to the big screen from comic panels.
5. Shredder's defeat on a rooftop - actually this was the subject of the first TMNT comic, but instead of a garbage truck, he is knocked off the roof by Donatello because he was about to suicide by grenade and take the turtles with him. Also the turtles beat his ass bloody and get some good stabs and blunt force trauma in, instead of getting asses handed to them and needing daddy Splinter to save them.
6. Also, side note: The scene where they come home to the sewer to find the hideout smashed and Splinter missing was also lifted from the comics but it wasn't due to someone ratting the turtles out to Shredder, he was already "dead" in the first issue, it was due to an attack by the Mousers unleashed by Baxter Stockman. Incidentally the turtles didn't meet April until after this incident, as she was working for Stockman before he tried to kill her.
Thats all I can think of from what I remember, the collection I owned was stolen by some kid in 7th grade and destroyed because of jealousy...