Bad Export for You: The Japanese version of Initial D 4 introduced national online battles and the ability to change data on your save card online via cellphone or computer, among other things. The Japanese version of Initial D 5 introduced special Japan-wide events that would let you unlock special parts/paint jobs. None of these features made it into the English release of 4 (And then they went and took auras away from the English version too starting with 4.
The newest EXP version of 5 (2.0) has auras and the return of the avatar feature.
No Export for You: Neither Special Stage or Extreme Stage received an international release. Quite odd, considering the arcade games they're near direct ports of, Arcade Stage Version 2 and Version 4 respectively, do have fully-translated international variants. The English versions of Arcade Stage 5 and 6 have not seen a release outside of Asia.
Real Song Theme Tune: Numerous Eurobeat tracks pepper the games, licensed from Avex Trax's Super Eurobeat library.