Here's a few bits and pieces of unused stuff in the game:

Unused music

The following music track can be heard in the game's sound test, but isn't used anywhere in the game itself:

The unused track can be heard in the music test in the config menu, it's no 7. It sounds like a joyous, victory theme, perhaps it was an alternate, unused theme for the game's credits? It wouldn't be suitable for a normal level so I don't know where this could have been used.

Unused sprites

A sprite showing part of a woman's head. Technically this is used, it's just you'll never see it during gameplay as a background layer covers it up. The sprite is loaded during part of the cutscene before you fight the mutated Princess Aisha. The sprite seems to be related to an early version of the Princess Aisha character -some magazine previews showed her with blonde hair, for the final version her hair color was changed to red.

Hidden text. Again, like the above sprite, this technically is used in the game, but you'll never see it because a sprite of Zigfried covers it up. It's from part of the cutscene played before the final boss. In English, the message means "match frame here", so it's just something somebody forgot to remove.

An unfinished sprite of Annet that appears during part of the ending sequence. Yet again, this does get used, but you can't see her legs due to a sprite of Zigfried's corpse covering them up. It appears whoever was working on this sprite realized they were wasting their time, and so left it unfinished.