Here is the list of every Sega Saturn games and demos that have not been released in the USA, but have been released in Japan and in Europe:

Game(s) :
	3D Lemmings [T-11304H-50]
	3D Lemmings [T-15013G]
	Chaos Control [T-15102H-50]
	Chaos Control [T-7002G]
	Darius II [MK81085-50]
	Darius II [T-1104G]
	Deep Fear [MK81804-50]
	Deep Fear [GS-9189]
	Destruction Derby [T-11303H-50]
	Destruction Derby [T-18604G]
	Discworld [T-20502G]
	Dragon Ball Z Idainaru Dragon Ball Densetsu [T-13301H-09]
	Dragon Ball Z Idainaru Dragon Ball Densetsu [T-13305G]
	Dragon Ball Z Idainaru Dragon Ball Densetsu (Satakore) [T-13317G]
	Dragon Ball Z The Legend [T-13301H-06]
	Gokujou Parodius-Da! Deluxe Pack [T-9501G]
	Hebereke's Popoitto [T-1502H-50]
	Jewels of the Oracle [T-1503H-50]
	Keio Flying Squadron 2 [T-6008H-50]
	Keiou Yuugekitai ~Katsugeki Hen~ [T-6003G]
	Krazy Ivan [T-11305H-50]
	Krazy Ivan [T-11305H-09]
	Krazy Ivan [T-11305H-18]
	Krazy Ivan [T-18605G]
	Megaman X3 [T-7029H-50]
	Mighty Hits [MK81087-50]
	Mighty Hits [T-16604G]
	Oracle no Houseki [T-1511G]
	Parodius [T-9501H-50]
	Photo CD Operating System [MK81681-50]
	Pinball Graffiti [T-6011H-50]
	Pinball Graffiti [T-9101G]
	Popoitto Hebereke [T-1504G]
	Riven A Sequência de Myst [191546]
	Riven The Sequel to Myst [MK81801-50]
	Riven The Sequel to Myst [T-35503G]
	Rockman X3 [T-1210G]
	Sea Bass Fishing [T-6009H-50]
	SeaBass Fishing [T-6005G]
	Sega Saturn Photo CD Operator [HSS-0121]
	Street Racer [T-17702H-50]
	Street Racer Extra [T-17702G]
	Terry Pratchett's Discworld [T-11302H-50]
	The King of Fighters '95 [MK81088-50]
	The King of Fighters '95 [T-3101G]
	Tournament Leader [T-6007G]
	Virtual Golf [T-11506H-50]
	Whizz [T-9514H-50]
	Whizz [T-36102G]
	WipeOut 2097 [T-11308H-50]
	WipeOut XL [T-18619G]
Demo(s) :
	Virtua Fighter CG Portrait Collection [610-6083]
	Virtua Fighter CG Portrait Collection [VFCG-001]