Here's some I know off the top of my head.
The Abarenoh has a few more paint apps than the Thundersaurus Megazord, such as the claws on the t-rex feet. Similar story for the Killer-Oh/Dino Stegazord and probably the rest of the DT zords.
Dekaranger Robo featured a few extra cards for the pink zord than the Delta Squad Megazord received, and I seem to recall the arms lacking paint apps again. I THINK the DekaSpace Robo and SWAT Megazord were identical, but don't hold me to that.
The MagiKing had significantly more paint apps than the Titan Megazord, the latter looks positively barren.
I did not own any of these from either side of the pond (except for an evil green Abarenoh) so my observations are based purely on my recollections from photo galleries of the toys and seeing the US ones in package.
But here's one I can speak a bit for: the Senpuujin (not owned) featured die cast metal thighs, and some silver paint apps on the lion that were not present on the Ninja Storm Megazord (I owned), which had plastic thighs instead. Ditto on the legs for the Gouraijin compared to the Thunder Megazord, and the latter included the parts of Minizord needed to combine the two megazords, while Fuuraimaru (and most of the karakuri balls) were sold in two-packs in Japan separate from the robot toys. Similarly, the Tenkuujin was only packed with the bee spinner ball with the Tri-Condor as a separate purchase, but the Samurai Star Megazord skipped the bee and came with all three Ninja Firebird parts instead. I think it was otherwise identical.
America also released two "Lightning" megazord toys in the deluxe range, one a large, simplified articulated version of the Ninja Storm Megazord and one a retool/redeco of the 1995 deluxe Ninjor, both with extra cannons to launch power spheres and two auxillary spheres each. The Lightning mode Megazord was a Japanese mold sold without the spheres, but Ninjor was an American-only toy for this line, and the cannon was a BOA-original design.
This brings me to a difference between BOJ and BOA's marketing strategies that they had trouble reconciling for the longest time: auxiliary mecha. Starting with Gaoranger/Wild Force, the shows started featuring single zords that could replace a limb on the main robot, or augment it. In Japan their marketing strategy was simple: release them individually to coincide with their show appearances, and then re-release them in box sets if/when they formed a new robot formation in the show. The Karakuri balls, meanwhile, were sold in 2-packs, except for the 3-pack Tri-Condor. America, however, apparently didn't want to attempt to sell the individual zords that couldn't do much on their own, so they only sold the complete megazords, resulting in a long gap between when some zords first saw screentime on the show and were released as toys. The components of the Isis megazord in particular were spaced out across at least 20 episodes of the show before they could form the megazord. The Elephant zord, the very first one they got in the show, wasn't available as a toy until the show was almost (or already) over, as part of a really weird TRU-exclusive reversioning of the Gaoranger movie mecha.
For the Ninja Storm toyline, they tried releasing the supplementary orbs in the Lightning Megazord packs, with a retooled Ninjor and their exclusive cannon to provide play value if you didn't own the megazord to shoot them out of. It added play value but it still raised the cost and there were still some balls that didn't make it to the US I think. And that's if you IGNORE the one that was just a stamp.
Abaranger toned things down a little, there were only 4 auxiliary mecha: a Dimetrodon, Pachycephalosaurus, Parasaurolophus, and Ankylosaurus, and then the Brachiosaurus carrierzord of sorts. Again, BOJ sold them individually, while BOA packed the dimetrodon with the Dino Stegazord, made a two-pack for the Ankylo and Parasaur zords with saddle accessories and a Triassic Ranger figure, and never released the Pachy at all because I guess they couldn't figure out somewhere to put it (even though they could have totally put it with the Blizzard Force Megazord instead of that ugly green ptera zord that they pulled out of their asses). BOA also never released the brachio zord, but given its limited interaction with the other zords (it came with little models of the others because it was out of scale with them) it's not such a great loss.
In SPD I don't think BOA ever released the
Blast Buggy from the Dekaranger movie but it never appeared in the show anyway.
Magiranger and Mystic Force featured a swappable core system that was rarely implemented, but no individual mecha.
Boukenger, once again, straightforwardly released the drill, excavator, cement mixer, crane, and jet individually. I don't believe BOJ ever released a Daitanken box set of all five, but they did make a Super Daibouken (vehicles 1-9, or everything but the jet) box. The SirenBuilder components were sold simultaneously as a box set and individually, as were Daivoyager's. Meanwhile, in BOA land..... we have a mess. This was the first year BOA decided to make their own new mold zords instead of reusing the BOJ molds, and that compounded the already complicated release of the extra zords. Operation Overdrive's toyline had the Drivemax Megazord and two different toys called the DualDrive Megazord. One featured a black version of the dump truck and the first four auxiliary zords (drill, excavator, cement mixer, crane) in a facsimile of the Super Daibouken/Super Drivemax formation, while the other had the jet for a torso and entirely different versions of the same limb zords from the other set in the Daitanken/Dualdrive formation. The drill and excavator from the first set were good but the "cement truck" and "crane" were just flatbed trucks without their signature components, and the second set had a lousy drill and excavator with much better cement truck and crane zords. Read more
here and
here. BOA did not release any deluxe version of the Mercury Ranger's megazord, only a nontransforming playset of the fire truck zord. Meanwhile, while the other megazords were all oversized, the Battlefleet Megazord was the same mold as the BOJ Daivoyager, and this would be good EXCEPT it means that you can't stand the Drivemax Megazord on top of the battleship like you can with the Daibouken. BOA, what were you thinking this year?
Gekiranger had 5 or 6 extra zords, depending on how you count the chameleon. The Bat, shark, elephant, and lion each formed armor for the GekiGouja and GekiFire (sometimes the helmet wasn't compatible with the latter, though). The wolf formed a replacement leg and was not part of any primary configuration. The chameleon formed a gun and was a pair with the lion. Those two were released as a pair, the rest were individual releases only in Japan. In the US things got a bit weirder. As this was before the unifying concept of Zordbuilder but at the point when BOA was trying to economize the zords, they released the Jungle Pride Megazord in two scales: the Deluxe (BOJ mold) and the Transforming Megazord scale, an expansion of a concept introduced in the OO toyline. The Jungle Master Megazord was only released in the Deluxe (BOJ mold) scale. The Transforming Megazord line received a 3-pack of the Bat, Shark, and Elephant zords in a scale compatible with the transforming Jungle Pride Megazord, and a 4-pack of the Lion, Chameleon, Wolf, and a Jaguar zord based on the Gekibazooka/Claw Cannon. The Jungle Master Megazord was NOT released in this scale, however, only the Deluxe scale, so you couldn't combine the zords with it as shown on the show. It's an improvement over the previous year's catastrophe, and it got all the extra zords out there for the first time in a while, but there was still room for further improvement.
Go-Onger featured 12 zords altogether, and they formed Megazords in groups of 3. Birca, Gunpherd, Carrygator, Toripter, Jetras, and Jumbowhale were all released individually, and again as the Gunbir-Oh (the first 3 I listed) and Seikuu-Oh box (the latter 3) sets. BOA chose to release them only in the megazord packs of 3 at a similar scale to the Transforming megazords from the previous year.
By the time Samurai rolled around, MMPR 2010 had introduced the Zordbuilder port and a unified scale and complexity for deluxe megazords. So there were no scale or redundancy problems with the Samurai/Super Samurai toyline. They released the Beetle, Swordfish, Tiger, and Squid zords as Zord Vehicles with a ranger action figure to give them something to do on their own.
Goseiger/Megaforce did something interesting with its auxililary mecha. They were just heads, sold in sets of 3, except for the ostrich and egg pair (yes that was weird) (no they didn't make it to the US, and neither did Datas). Gosei Knight actually became the head to his own megazord, and combined with two zords that came out of nowhere. These were mainly sold as a set in Japan, but in America they split them up, in a reversal of the usual trend. When BOA released the head 3-packs, they were in zord vehicle sets that attached them to a "jet" frame of sorts (shared between the 3 packs with minor retooling on the air set) to give them some sort of individual play value. Robo Knight's Lion Mechazord was sold as a Deluxe Zord Vehicle, as was the Gosei Jet, probably so that the latter wouldn't be in an assortment of its own. The two smaller zords that became its legs were sold as Zord Cycles. I think you were able to buy the components of Gosei Grand individually in Japan but the box set was much more prominent. And lastly, the four additional heads that made up Gosei Wonder were also sold as Zord Vehicles in packs of 2 instead of 3. In Japan, Gosei Wonder was only sold as a bundle: Gosei Bird and the four headders, which you could then replace on your Gosei Great toy, rather than the headders being individually sold.
Gokaiger/Super Megaforce had auxiliary mecha based on previous seasons' mecha. The MagiDragon, Patstriker, GaoLion, Fuuraimaru, and Engine Machalcon were sold individually in Japan. In the US, the Mystic Dragon, Delta Runner, its retool Zeo Racer, and Ninja Zord (minizord) were sold at the same price point as zord vehicles in years past. The first three came with a ranger action figure to ride it and a ranger key, the Ninja Zord came with two ranger keys instead because they gave the US toy a dual homage to Space's Mega Winger. The Red Lion was sold at the price point of the deluxe Zord Vehicles from MF, and Machalcon, which was a huge toy that cost considerably more than any individual robot, was downgraded to a standard Megazord price point with the added funtionality of becoming its own megazord, as well as the combination with the Legendary and Q-Rex Megazords.
That brings us to Dino Charge/Dino Supercharge. In Kyoryuger, there are a total of 7 auxiliary mecha: Parasagun, Zakutor, Pteragordon/Pteragoldon (I can see it both ways), Ankydon, Bunpachy, Pleson, and Bragigas, plus the movie mecha Tobaspino. By this time we know BOA is comfortable releasing individual zords, but for the first time, apparently they've decided that they have enough individual play value that they don't need to spice them up any. Consequently the parasaur, raptor, ankylo, and pachy zords have been released at the former zord vehicle price point, the ptera, plesio, and brachio zords are being released at megazord price points (because they make megazords), and the Spino and black t-rex zords are occupying the deluxe zord vehicle price point. And in fact, BOA has gone further than the call of duty by releasing deluxe zords outside the 10 from Japan, so we have the Omanyte, Deinosuchus, Overaptor, and Archelon zords as well, 3 of which are entirely original molds to the line.
So to recap, we've come a good way since 2002 when Bandai would ONLY release secondary zords in megazord box sets, and there's been some bumps along the way but I think they've found a model that works for them and their consumers, to the point where they're even taking liberties beyond what Bandai of Japan and Toei already designed for their corresponding toylines.
tl;dr megazords only -> playsets with added features -> multiple zord packs -> single zords with action figures -> single zords
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