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

Game(s) :
	3D Baseball [T-15906H]
	3D Baseball The Majors [T-18003G]
	Albert Odyssey - Legend of Eldean [T-12705H]
	Albert Odyssey Gaiden ~Legend of Eldean~ [T-1514G]
	Albert Odyssey Gaiden ~Legend of Eldean~ [T-26804H-08]
	Albert Odyssey Gaiden ~Legend of Eldean~ (Genteiban) [T-1507G]
	Albert Odyssey Gaiden ~Legend of Eldean~ (Satakore) [T-1517G]
	Astal [81019]
	Bases Loaded '96 - Double Header [T-5703H]
	Brain Dead 13 [T-7305G]
	Brain Dead 13 [T-12103H]
	Creature Shock [T-1303G]
	Creature Shock Special Edition [T-1304H]
	Criticom [T-2302 H]
	Criticom ~The Critical Combat~ [T-2302G]
	Dark Legend [T-1305H]
	Gotha II ~Tenkuu no Kishi~ [T-7608G]
	Heir of Zendor ~The Legend of the Land~ [191496]
	Heir of Zendor ~The Legend of the Land~ [T-7605H]
	High Velocity - Mountain Racing Challenge [T-14402H]
	Iron Storm [T-12701H]
	Kisuisyou Densetsu Astal [GS-9019]
	Magic Knight Rayearth [T-12706H]
	Mahou Kishi Rayearth [GS-9058]
	Mahou Kishi Rayearth (Genteiban) [GS-9018]
	MegaMan 8 - Anniversary Collector's Edition [T-1216H]
	Megaman X4 [191396]
	Megaman X4 [T-1219H]
	Minnesota Fats - Pool Legend [T-1302H]
	Moero!! Pro Yakyuu'95 Double Header [T-5703G]
	P.T.O. II - Pacific Theater of Operations II [191506]
	P.T.O. II - Pacific Theater of Operations II [T-7604H]
	Rockman 8 ~Metal Heroes~ [T-1214G]
	Rockman 8 ~Metal Heroes~ (Satakore) [T-1237G]
	Rockman X4 [T-1221G]
	Rockman X4 (Satakore) [T-1243G]
	Rockman X4 (Special Limited Pack) [T-1222G]
	Romance of the Three Kingdoms IV - Wall of Fire [T-7601H]
	Sangokushi IV [T-7601G]
	Sangokushi IV [T-7601H-08]
	Sangokushi IV (distributed by ACER TWP CORP.) [T-7601H-16]
	Sangokushi IV (distributed by FREETRON CO.) [T-7601H-11]
	Sangokushi IV (Koei Best Collection) [T-7669G]
	Sangokushi IV with Power-Up Kit [T-7644G]
	Sega Rally Championship Plus [GS-9116]
	Sega Rally Championship Plus (Satakore) [GS-9149]
	Sega Rally Championship Plus Netlink Edition [81215]
	Shanghai ~Haonri no Choujou~ [T-1505G]
	Shanghai ~Haonri no Choujou~ (Satakore) [T-1527G]
	Shanghai: Triple-Threat [T-13001H]
	Side Pocket 2 ~Densetsu no Hustler~ [T-1301G]
	Suiko Enbu ~Fuuun Saiki~ [T-1305G]
	Teitoku no Ketsudan II [T-7607G]
	Touge King the Spirits [T-14401G]
	Virtual Casino [T-27301G]
	Virtual Casino [T-31102H]
	Winning Post [T-7602H]
	Winning Post 2 [T-7612G]
	Winning Post 2 (Koei Best Collection) [T-7666G]
	World Advanced Daisenryaku ~Sakusen File~ [GS-9082]
Demo(s) :
	Nights Into Dreams... Sampler [81063]
	Nights Into Dreams... Special Sampler [610-6300]