God Never Said That - The final Tiger Dojo states that the player has reached the true end of the story. Unfortunately, some people have misconstrued that as to mean the final route, Heavens Feel, is the canon ending, despite that all endings are canon in the Nasuverse.
What Could Have Been - An artbook known as ''Character Material'' has revealed that the protagonist was originally a girl named Sajyou Ayaka and her Servant would have been a guy (named Saver in the artbook). The female protagonist eventually was reworked into Shirou and Rin. Additionally, there is the "Ilya Route", which was cut and reworked into the Heaven's Feel route because Ilya is the Token Mini-Moeeven though she is older than Shirou.
In one of the Tiger Dojos, Ilya mentions that it would be nice to see a Route in which Shinji cooperated with Shirou, or one Route when Caster became an ally. Taiga right away smacks Ilya in the head and say "Don't talk about the rejected Routes!", which means that there would be a lot of Routes, but thanks to "time and resources not being infinite" (another quote from Taiga) they were rejected.
The original version with the female protagonist is set to be animated as a 12 minutes short, entitled Fate/Prototype.