Banned In China: The second Xbox game was not released in Germany and Australia because of… well, youknow. That's one the reasons the gore was slightly toned down in the PS3 remake.
Disowned Adaptation: Itagaki did not like Ninja Gaiden Sigma, going as far as to refuse to sign copies of it. This probably has something to do with the fact that he wasn't involved with this particular version of the game (since, objectively, it's not very different from Black). However, he did admit that it gave PS3 owners a shot at the game. And all of Sigma's new gameplay elements were kept in Ninja Gaiden II in the end.
Word Of God: According to this interview, the folks at Tecmo were quite unsure on how to translate the video game's title ("Ninja Ryūkenden", which means "Ninja Dragon Sword Legend") for the foreign players, so they opted for Rule Of Cool even if it didn't make much sense.