The NA European Classic GameBoy Collector List!
Treasure Hunt!!!

Put on your tropical hats, dust off those khaki's and prepare yourself for a treasure hunt yet unheard of! We're going on a journey to try and uncover those hidden gems some of us here might have left behind collecting. Some gems that were only released in Europe for instance!
This post will become a temporary master list of known name-changes and games exclusive to certain regions. I will try to keep this updated as good and as thorough as possible.
Europe-exclusive games for the Classic GameBoy:
Parodius published by Palcom (Gradius Parody series)

The Game Boy version (which was also released in Europe) shows the ages of the playable characters, and only has 8 stages, which include stages 1-6, and 10 from the arcade game. Stage 3 was replaced with a different one. Game Boy version of stage 3 also has a hidden stage. This version was also re-released in color as part of the Konami GB Collection Vol. 2.
Source: Wikipedia Confirmation: Merugear - Personal Collection
The Legend of Prince Valiant published by Ocean

In 1992, King Features developed video game versions of the The Legend of Prince Valiant television series for Nintendo Entertainment System and Game Boy, only in Europe. This fighter/action game, published by Ocean, tells the story of Valiant's search for Camelot at the beginning of season one. The player controls Valiant, enabling him to walk, jump, and throw things at opponents. Typical obstacles are pit traps, water hazards and Archers embedded in the background who shoot like turrets from a stationary position.
Source: Wikipedia Confirmation: Merugear - Personal Collection
Namechanges in games for the Classic GameBoy:

USA: Bonk's Revenge
EUR: B.C. Kid 2

USA: Final Fantasy Adventure
EUR: Mystic Quest
(easy score as not many sellers know this is in fact a Final Fantasy)
Games not on the collector's list for the Classic GameBoy:
Found out there's a little game here that hasn't been mentioned on the list, and according to Wikipedia, was in fact released in the USA.
Mr. Nutz. published by Ocean

The player controls the one player character, Mr. Nutz who is an Anthropomorphic red squirrel wearing shoes, gloves and a cap. The game shares similarities with other platformers of the same time, being that jumping is the main technique used in the game to navigate both fixed and moving platforms and defeat or avoid most enemies. Ammunition, in the form of nuts, can be collected and thrown at enemies.
Source: Wikipedia Confirmation: Merugear - Personal Collection
Thanks for nesguy and The_Wizard_666 for the idea!
Checking out Retrogamer72's suggestions:
StarHawk is no exclusive albeit very rare:
http://www.blamethecontrolpad.com/gbshooters/gbshooters2.htm (bottom)
It is odd that it is stated to be US release only as I have seen UKV around somewhere too. Anyways, there's some history and review on the game
http://www.gamefaqs.com/portable/gameboy/image/585925.html (claims US release).
Romlists also claim the dumped rom to be (U).
Merugear: I have recently acquired this game in a sale, pics will follow!
Un indien dans la ville is confirmed! It was released in both French and English.
Also known as 'Little Indian In Big City', the game is a 2D Platformer game, developed and
published by Titus Software, which was released in Europe in 1995.
source & interesting review: http://www.gamefaqs.com/portable/gameboy/home/961097.html
Could you upload a photo of the cart please, so we can add it to the list
As far as V-rally is concerned... The GB Classic version is Euro exclusive, the Color version, however has been released in Jap and US regions as well (source: emuparadise), which corresponds with the wiki data that the console versions were also released there.
Trip World is released only in Japan and Euro... Dunno if we could call it an exclusive then? Heck, we'll go with a new category: not released in the USA
Pics of the cart are welcome though!
source: http://en.wikipedia.org/wiki/Trip_World
Thanks for the input and keep on searching!
Comments
Starhawk is a PAL exclusive and incredibly hard to find.
Pics:
There is an error about Mr. Nutz. The Wikipedia is wrong, that game did not come out for Game Boy in the USA, it came out for SNES. It did come out in Europe, but not as a US released game.
There are 65-70 or so "PAL" (including one Australian exclusive) Game Boy games NOT counting name changes.
Game Boy Color has significantly more and you don't want to know how many Game Boy Advance ones there are.