With the announcement that Xseed will be bringing the last of Project Rainfall to North America, Pandora's Tower, a few games come to mind. I was an idiot and never picked up Xenoblade when it got its very limited release window here but I didn't make that mistake with The Last Story and probably won't with Pandora's Tower although it doesn't intrigue me as much as the other two. Xseed creates copies based on demand whereas Xenoblade was always going to be a one-time thing for Nintendo of America, which means insane prices on eBay.
Without further ado, 3 games immediately come to mind.
Granted, Enix themselves published Terrranigma in Japan and it was only Nintendo of Europe and Nintendo Australia who decided to give it the beloved Nintendo branding, but it's got to be here.
I decided not to include Devil World as that only saw a Japanes and PAL B (and actually only Scandinavia of that region, not Germany etc., perhaps because of the name itself) release. The B for those who don't know, with the NES Nintendo divided the PAL region into machines distributed by Mattel and areas where Nintendo did it themselves, and they were mad incompatiable with each other. Generally it was Europeans who got shafted but Nintendo of America has shown an unwillingness to publish some other great games over the years if it felt sales wouldn't be up to snuff:
Nintendo of Europe picked this one up and I believe Nintendo Australia did as well, although I'm not certain of that. What other great games have we in North America been left in the dark on that Nintendo has published in Europe/Australia and preferably Japan?
EDIT: This showed up on an Aussie classifieds site, so it's very likely Super Bomberman 3 was released there, granted it could have been imported: