In Shadows you would have had the option to sell a baby you kept as part of a questline into slavery, but it was Dummied Out.
Hordes has many options dummied out for usages of the True Names of characters, likely due to the Video Game Cruelty Potential it offered, commanding people against their will to do things for you. However, a truly hilarious ending was cut as part of this: commanding Mephistopheles to serve you as your chambermaid.
Keep Circulating the Tapes: For a while, there was no official support or distribution for some premium modules such as Infinite Dungeons, until GOG released most in their Complete Edition.
You canonically start as an already experienced hero who loses all their stuff when the game begins.
The first chapter is set inside an evil sorcerer's lair filled with deathtraps.
An entire chapter is set inside Underdark, with quests consisting in cleaning Mind Flayers' and Beholders's dungeons, while Drows are the main antagonists. During the chapter, the party's home is inside a Drow city.
A part of the story is about fighting a clan of vampires.
Both game feature a single mono-class Rogue party member (Tomi Undergallows/Yoshimo), who is forced to leave the party for plot-related reasons.
Late in the storyline, a friendly female NPC (The Knower of Names/Queen Ellesime) reveals she was in love with the Big Bad (Mephistopheles/Irenicus).
A character (who was an antagonist in a previous game) atoned in the afterlife and joins the party (Aribeth/Sarevok).note It's a plot point from the Throne of Bhaal sequel/extension instead of Shadow of Amn, but still.
Screwed by the Lawyers: Because of the change between publishers, from Interplay to Atari, changes had to be made in the storyline so that characters from Baldur's Gate wouldn't carry to Neverwinter Nights.
Trope Namer: BioWare homebrewed several spells for the series, including a pair of spells called Isaac's lesser missile storm and greater missile storm. In conjunction with the original magic missile, they name Magic Missile Storm.