There are a few differences, the ones you mentioned:
Boss - JP= Damnd US= Thrasher
Boss - JP= Sodom US= Katana
Also, the bit from the intro where Jessica is in her underwear was replaced in the US version with a clothed version, and the JP version has infinite credits, whereas the US version just has 3.
I wasn't aware Earnest Evans had been released outside of Japan! That's another one to try and track down
(Edited by segasonic at 1:04 am on Mar. 16, 2002)