Fan Nickname: One of the planned enemies for Shantae Advanced was an undead Elite Mook who attacks Shantae by spanking her repeatedly whenever she catches her. When the demo of the game was shown to the public for the first time, fans were quick to dub him as Spanky Joe.
Keep Circulating the Tapes: Good luck finding the original Game Boy Color game anywhere if you don't already have it. It goes around 100-200 dollars on eBay. However, it has since been released on Virtual Console; the odds are it will become a bestseller on its reputation alone.
No Export for You: Neither game had been released outside of the US until Risky's Revenge was released in Europe on Feburary 11. Australia still doesn't get it, though - Way Forward have said they're not actively pursuing it, this generally being assumed to be because of the prohibitive costs of getting something classified in Australia. That said, if you have a Nintendo 3DS, there are workarounds to this through changing its region...
Averted with the Virtual Console release, which is available in North America, Europe, Australia, and New Zealand.
The free "Dancer Outfit" in Risky's Revenge will not be coming to the DSiWare version for undisclosed reasons (most likely Nintendo's restrictive policy on third parties releasing patches). At the very least it'll be in all versions of Pirate's Curse for free.
In the original pitch for the Super Nintendo Entertainment System and the PC, Shantae wore a red outfit that eventually upgraded to a triumphant blue near the end of the adventure.
During the creation process for Shantae's character, one of the early ideas was that her belly dancing would summon or charm animals into helping her accomplish her tasks. Over time, this was eventually turned into her transformation dances.
Risky Boots was originally meant to be a ghost pirate and had a much more ominous look in concept. Eventually they scrapped that idea and had her keep her purplish-white skin and skull motif.
There was meant to be a game for the Game Boy Advance and it would have had a multiplayer battle mode with Risky Boots, Bolo, and Rottytops as playable characters in the mode. The game was never completed but some of the sprites and ideas were used in Risky's Revenge.