There are very few regional differences between versions of the game. Why the name was changed is something nobody seems to have any idea on, and it seems SEGA of America intended on leaving the name alone at one point -some early Genesis advertisements have the game listed as "Super Shinobi" rather than the title they ended up going with.

 

Japan
USA/European
The game's title was changed. However if you put a US copy of the game into a Japanese console, the game's title will still be The Super Shinobi. Likewise, playing a Japanese copy on a American or European machine will still have the Revenge of Shinobi title.


Japan
USA/European
In the Japanese version, the good ending contains a credits sequence. The credits were removed from the non-Japanese versions, making the ending sequence far shorter.