Most of these will be from Japan, I guess.
What games never were released in America?
I’d say:
Mother 3 This game is a classic. It should be released free to everyone just to experience the joy of it.
Bahamut LagoonAnother great game, sadly only available through translation.
Final Fantasy III This is actually the best FF on the NES by a long shot. It has a pretty good story, the class system for the first time, and an underwater world that nearly doubles size of the game map. Great game.
Oh, I forgot FF3 was released as a remake for the DS. I mean the original, which was not released.
I came in here to mention Mother 3. Looks like you beat me to it.
To me, it’s the obvious answer. I can’t believe they didn’t release that game here.
I was gonna say Demon Souls by a long shot but apparently it is coming to the US.
I’m almost convinced they haven’t done it just because it’s become a running gag there now. “Now today we work on the Mother 3/Earthbound 2 localizBWAHAHAHAHA”
Terranigma, for those Soul Blazer fans. Released in Japan and Europe, but they never sold it in America. As I understand it, Enix had a low opinion of American gamers at the time and didn’t think it would sell well here.
another possibility: scenarios 2 and 3 of Shining Force III
(all Saturn games…imagine what that console could have been had they released its best games in the US)
There is no other option than Metal Wolf Chaos. Anyone who claims otherwise is being un-American.
Oh, and I saw something that I could only describe as “Violin Hero” which has me desperately wanting a copy. No idea on what the real name of it is…
Mother 3 was the first to come to mind. Such a wonderful game.
But it’s obvious that Nintendo is too busy importing such classics as “Wii Sports resort”.
Another vote for Mother 3. Earthbound was my childhood and it breaks my heart that they refuse to localize the sequel. Oh well, at least I got to play it in some form, even if it’s a fan translation (which they did a very good job on).
The only other game I’ve played unreleased outside of Japan is Live-A-Live. It’s an RPG where you play various scenarios, in any order, taking place in different eras. Each one is a self-contained RPG adventure that goes for 1-2 hours. One has you as a cowboy saving a town from bandits in the old west, another has you as a robot trying to survive on a spaceship in the far future, another has you as a monk training a successor in ancient China, and so on. The battle system is fairly unique, where you and the enemy can move around on a grid, and different moves have different ranges and charge-up times. There’s also a “drunk” status ailment (which you get if you use alcoholic beverages as healing items), which might be why it was never released in the US.
I remember this game. I have the translated rom of it, but have never played it. Did you like the story?
It was supposed to be “live a life” by the way, but it didn’t end up being called that. 
The story was pretty good. I really liked how it all came together in the final chapter. The medieval chapter was especially cool, since for most of it it’s the perfect cliche RPG story, then at the end, everything goes horribly wrong.
For those interested in playing it, here’s a patch you can apply to the ROM (up to you to find that) that translates it into english, and fixes up the menus and everything so they work properly.
It’s looking like Nanashi no Game won’t be coming to the U.S., which is a damned shame. Probably the coolest DS game to date.
I’ve got another one to add to the pile: the second Game Center CX game (Retro Game Challenge in the US) apparently won’t be coming out here due to low sales. I’ve fallen in love with the television series (which if you’ve been playing games since the 1980’s you have to watch) so I’m probably going to import this one. I won’t be able to read the manuals or magazine articles or even figure out the challenges too much but I loved the first game too much to let the second one go by.
I really loved Retro Game Challenge and was hoping the sequel would make it over.
Every old nerd who tried it loved Retro Game Challenge; unfortunately it seems like there’s only around 80,000 of us.
A lot of the best wrestling games from Japan never make it Stateside. Most of the Fire Prowrestling games, for instance. Fortunately the most recent one (Fire Prowrestling Returns for the PS2) did make it over.
It’s not like Nintendo ever censored any of it’s games.