I felt like making myself angry all over again about all of the Japanese exclusives and North American (and usually also European) Wii owners missed, so here's a rundown of what are by my count the most interesting games that are only available on the Japanese Wii Shop[ping] Channel. There are a lot.
http://en.wikipedia.org/wiki/List_of_WiiWare_games
The WiiWare games that
[Takoyaki] listed [(Pole no Daibouken, Line Attack Heroes, and Discipline)] are probably the most high-profile Japanese exclusives, but these are interesting too:
Downtown Nekketsu Dodgeball Miracle Kidz Yes No No 800
The most recent sequel to Super Dodge Ball for the NES
Ivy the Kiwi? Mini Prope, Namco Bandai, Xseed Games Yes No No 1000
Cut-down version of former Sonic Team leader Yuji Naka's most recent (released) game, if you don't want to buy the disc retail version
Phalanx Zoom Inc. Yes No No 500
(SNES/Sharp X68000-era also-ran shmup selling for cheap)
Pokémon Fushigi no Dungeon: Ikuzo! Arashi no Bōkendan Nintendo, Chunsoft Yes No No 1200
Pokémon Fushigi no Dungeon: Mezase! Hikari no Bōkendan Nintendo, Chunsoft Yes No No 1200
Pokémon Fushigi no Dungeon: Susume! Honō no Bōkendan Nintendo, Chunsoft Yes No No 1200
I have no idea if this content is or isn't in the Pikachu Mysterious Dungeon disc retail game that came out on Wii, but if you're into Roguelikes, these are probably relevant
Princess Ai Monogatari (no longer available) Sunsoft Yes No No 500
Tsūshin Taikyoku: World Chess
[Available in Europe as the disc game Wii Chess] Nintendo Yes No No 1000
A chess game developed by Nintendo
You didn't mention Virtual Console, but while they're rereleases, some of the original games are hard to find, and most of these are probably better and more interesting purchases:
http://en.wikipedia.org/wiki/List_of_Virtual_Console_games_for_Wii_(Japan)
Famicom
The Hyrule Fantasy: Zelda no Densetsu Nintendo December 2, 2006 A
Zelda no Densetsu 2: Link no Bōken (The Legend of Zelda 2: Link's Adventure)[a] Nintendo January 23, 2007 A
Hikari Shinwa: Palutena no Kagami (Light Myth: Palutena's Mirror)[a] Nintendo January 23, 2007 A
Metroid[a] Nintendo March 4, 2008 A
Dracula II: Noroi no Fūin (Dracula II: The Seal of the Curse)[a] Konami October 28, 2008 A
Famicom Disk System versions of Zelda 1, Zelda 2, Kid Icarus, Metroid, and Castlevania 2 with higher quality audio, and saving instead of passwords in the latter three
Gradius II: Gofer no Yabou (Gradius II: Gofer's Ambition) Konami April 24, 2007 A
Other regions only got the TG-16/PCE version, and this version has some unique, great music tracks
Esper Dream[a] Konami October 2, 2007 A
Konami action RPG
Devil World Nintendo January 22, 2008 A
Miyamoto's more varied Pac-Man clone, Koji Kondo's musical debut, and the protagonist Tamagon is the original source/beginning of Yoshi's design (his egg cracking will sound very familiar)
Joy Mech Fight Nintendo March 11, 2008 A
8-bit fighting game with Rayman-style limbless robots
Nazo no Murasame Jō (The Mysterious Murasame Castle)[a] Nintendo August 19, 2008 A
This one may be the crown jewel of regional exclusives for the Famicom. Like Zelda 1, but more linear, more action/reflexes-oriented. Japanese-themed Koji Kondo soundtrack.
Atlantis no Nazo (The Mystery of Atlantis) Sunsoft December 2, 2008 A
Dense and confusing platformer that has you searching for hidden treasure and hidden exits, but fun and challenging once you get the hang of it. Maybe an acquired taste?
Takeshi no Chōsenjō (Takeshi's Challenge) Taito March 31, 2009 B
Notorious, funny (funnier if you aren't the target) master-level trolling in game form by actor Beat Takeshi. The 25,000 hits to kill the final boss would probably be easier to manage with the Wii's suspend/restore points.
Akumajō Densetsu (Devil's Castle Legend) Konami April 21, 2009 A
Castlevania III with significantly higher quality audio. The closest the NES/Famicom comes to sounding like an orchestra.
Downtown Special: Kunio-kun no Jidaigeki da yo Zenin Shūgō! (Downtown Special: Its Kunio's Period Piece, Assemble Everyone!) Arc System Works May 12, 2009 A
River City Ransom sequel (prequel?) set in ancient Japan
Final Fantasy II Square Enix June 16, 2009 A
Final Fantasy III Square Enix July 21, 2009 A
The 8-bit versions of these have still never seen any form of release outside of Japan. III is really good.
Fire Emblem: Ankoku Ryū to Hikari no Tsurugi (Fire Emblem: Shadow Dragons and the Blade of Light) Nintendo October 20, 2009 A
Fire Emblem Gaiden Nintendo November 4, 2009 A
Nintendo's strategy RPGs with permadeath
Ganbare Goemon 2 Konami January 24, 2012 A
Probably the best 8-bit Goemon, structured similarly to Legend of the Mystical Ninja
Super Famicom
Akumajō Dracula (Devil's Castle Dracula) Konami December 2, 2006 A
Out elsewhere as Super Castlevania IV, but this is the uncensored version with the dungeon level filled with blood instead of slime, and a much cooler/creepier title screen
Mario no Super Picross Nintendo December 19, 2006 A
PAL territories got this too. Addictive Picross puzzle game. Lots of bang for the buck.
Fire Emblem: Seisen no Keifu (Fire Emblem: Genealogy of the Holy War) Nintendo January 30, 2007 A
Shin Megami Tensei (True Goddess Reincarnation) Atlus February 13, 2007 A
Shin Megami Tensei II (True Goddess Reincarnation II) Atlus September 7, 2010 A
Shin Megami Tensei if... (True Goddess Reincarnation if...) Atlus February 1, 2011 A
Majin Tensei (Demon God Reincarnation) Atlus September 6, 2011 A
Majin Tensei II: Spiral Nemesis (Demon God Reincarnation II: Spiral Nemesis) Atlus December 13, 2011 A
Kyūyaku Megami Tensei: Megami Tensei I・II Atlus July 3, 2012 A
ALL of the SNES Megaten games are present, including the Majin strategy RPGs, and the "Kyuuyaku" remake of the two Namco 8-bit games.
Fushigi no Dungeon 2: Fūrai no Shiren (Mysterious Dungeon 2: Shiren the Wanderer) Chunsoft July 24, 2007 A
Classic roguelike
Panel de Pon Nintendo November 27, 2007 A
The Super Famicom/Japanese version of Tetris Attack is available in Japan, so instead of the "way to go!" N64 Pokemon-themed one, this one is extra girly
DoReMi Fantasy: Milon no Dokidoki Daibouken (DoReMi Fantasy: Milon's Heart-Pounding Great Adventure) Hudson Soft/Konami[2] February 26, 2008 A
This one is out worldwide, it's just really good and the original cartridge is expensive now
Ganbare Goemon 2: Kiteretsu Shōgun Magginesu (Go Goemon 2: The Odd General Magginesu) Konami May 27, 2008 A
Ganbare Goemon 3: Shishijūrokubē no Karakuri Manji Gatame Konami September 15, 2009 A
Japan got 3 of the (really fun) 4 SF Goemon games, instead of just Legend of the Mystical Ninja (Ganbare Goemon 1)
Tactics Ogre Square Enix February 10, 2009 C
Bahamut Lagoon Square Enix September 29, 2009 B
Romancing SaGa Square Enix November 24, 2009 C
Romancing SaGa 2 Square Enix March 23, 2010 B
Romancing SaGa 3 Square Enix September 21, 2010 B
Final Fantasy V Square Enix January 18, 2011 A
Rudra no Hihō (Treasure of Rudra) Square Enix June 7, 2011 A
Square
Clock Tower Sunsoft August 3, 2010 B
Really interesting gameplay experiment for the SF, point-and-click early survival horror
Kunio-kun no Dodgeball da yo Zenin Shūgō! (It's Kunio's Dodgeball, Assemble Everyone!) Arc System Works February 14, 2012 A
Super Dodge Ball sequel
Mega Drive
The Hybrid Front Sega May 29, 2007 A
Strategy/military sim (one of the last Mega Drive releases in Japan), with really excellent music
Bare Knuckle III: Tekken Seiten Sega October 2, 2007 B
The Japanese version of Streets of Rage 3 is generally accepted to be a much better game (opinions on the randomly-generated music notwithstanding), more nuance to attacks than SOR/BN2
Dyna Brothers 2 Special Sega October 23, 2007 A
Former Japanese Sega Channel exclusive (and the only game on the Shop Channel worldwide that only got a Japanese Sega Channel release), this may be the only way to get this version of the game
Gynoug Nippon Computer Systems May 20, 2008 A
Additional shmup weirdness (albeit less over the top) from the creators of the Cho Aniki series
PC Engine
Gradius Konami August 7, 2007 A
Salamander Konami September 11, 2007 A
Nearly arcade-perfect versions of Gradius and Life Force. Life Force/Salamander doesn't have instant respawning after death in this version though, just checkpoints.
Ai Cho Aniki (Love Super Big Brothers)[a] Hudson Soft/Konami[2] December 18, 2007 A
The rest of the world got the first one, but this is the first one where they really went all out on the camp
Dungeon Explorer II[a] Hudson Soft/Konami[2] February 5, 2008 A
Rest of the world only received the first one on Wii
KiKi KaiKai (Mysterious Ghost World) Taito July 8, 2008 A
Arcade conversion of the precursor to the Pocky & Rocky series
Parasol Stars Taito August 19, 2008 A
Sequel to Bubble Bobble (I would argue much closer to the fun of Bubble Bobble than Rainbow Islands was), only Japan got this on Virtual Console
Nekketsu Kōkō Dodgeball Bu: PC Bangai Hen (Nekketsu High School Dodgeball Club: Bonus PC Version)[a] Naxat Soft September 30, 2008 A
Nekketsu Kōkō Dodgeball Bu: CD Soccer Hen (Nekketsu High School Dodgeball Club: Soccer CD Version) Naxat Soft November 4, 2008 A
PC Engine versions of Super Dodge Ball and Nintendo World Cup
Cadash Taito November 11, 2008 A
Rastan Saga 2 Taito January 6, 2009 A
Side-scrolling action RPGs, rest of the world didn't receive these on Wii
Dai Makaimura (Great Demon World Village) (SuperGrafx title) Capcom February 3, 2009 A
Arguably a better conversion of Ghouls & Ghosts than the MD/Genesis version, but it has limited continues, making it extremely difficult to complete. Considering that almost no one bought a Supergrafx at the time, I'd assume that the original card of this is probably pretty rare.
Neo-Geo
Waku Waku 7 D4 Enterprise April 27, 2010 A
The weirdest fighting game of the Neo-Geo's expansive and expensive fighting game library.
Flying Power Disc (delisted on December 24, 2013) D4 Enterprise June 22, 2010 A
Also no longer available, but Flying Power Disc/Windjammers is a fun one. Like an evolved version of Pong meets air hockey, Neo-Geo-style. I hear that Giant Bomb loves it.
MSX
Konami put a ton of support in on here on the Wii, and only Japan received any of these. Scrolling on their MSX shmups is supposed to be mostly pretty choppy and weaker than other versions.
Metal Gear Konami December 8, 2009 A
Quarth Konami February 2, 2010 A
Metal Gear 2: Solid Snake Konami March 30, 2010 B
Virtual Console Arcade
Namco also released a ton of arcade games on the VCA, but only in Japan. A number of these are the only home releases of the arcade versions.
Solvalou Namco Bandai Games March 26, 2009 A
StarBlade Namco Bandai Games April 21, 2009 A
3D games that inspired awe in 1991, now with motion/pointer controls
Space Invaders Taito April 7, 2009 A
I'd rather be playing Galaga, but this is the actual arcade version instead of a SNES/PCE port.
Numan Athletics Namco Bandai Games April 28, 2009 A
4-player Namco version of Track & Field: Insane edition
Splatterhouse Namco Bandai Games May 26, 2009 B
More violent and better quality audio than the TG-16/PCE version
Rolling Thunder Namco Bandai Games July 21, 2009 B
Rolling Thunder 2 Namco Bandai Games October 27, 2009 A
Phelios Namco Bandai Games July 28, 2009 A
Cosmo Gang the Video Namco Bandai Games August 4, 2009 A
Namco's "Parodius" version of Galaga, fun
Pac-Mania Namco Bandai Games August 4, 2009 A
Knuckle Heads Namco Bandai Games August 18, 2009 B
Dig Dug Namco Bandai Games October 20, 2009 A
Dig Dug II Namco Bandai Games October 20, 2009 A
Galaga Namco Bandai Games November 24, 2009 A
Toy Pop Namco Bandai Games November 24, 2009 A
Rompers Namco Bandai Games December 1, 2009 A
Moon Cresta Hamster March 9, 2010 A