A few of them, the two most prominant are that you can somehow use Elly/Sophia's OmniGear El Regerus outside of the one scripted battle it appears in, and that you can recruit Ramsus as a playable character after Elly merges with Deus.
These two originate from translated production notes in the Perfect Works books, outlining plans for El Regerus, Ramsus, and even Margie to be fully playable characters, only to have them get cut down to NPC status thanks to time and funding shortfalls.
Hilariously, you really can get the El-Regrs (Elly's Omnigear) by entering the final floor of the last dungeon and then going back out, but since its pilot is no longer in your party, it is useless. It's also playable in the Kislev battling minigame, but who enjoys grinding that?
For extra fun, it's possible to hack El Regerus into the game before Elly takes off, but it doesn't have a model for the overworld, causing a game crash.
There seems to be a rumor of a planned Xenogears OVA that takes place during the Zeboim era. So far, there's no evidence that such a thing was even planned.
Imagine Xenogears with a fully fleshed-out disc 2. For that matter, imagine Xenogears and Xenosaga as parts of a massive six-game epic.
Margie was originally going to be playable, hence the sketch in Perfect Works where she has an entire arsenal hidden in her cloak. Better known is the fact that Omnigear versions of Siebzehn and Crescens were designs but never implemented.
Kahran was originally planned as a Sixth Ranger, but this got canned when the budget ran out.
Working Title: Xenogears was originally called -Project Noah-, but this was changed during development for unknown reasons. Presumably it's because Square didn't want the already controversial religious symbolism to extend to the title.