Version differences
In Japan, Bayou Billy was originally Mad City, which was the same basic core game, but with several differences:
Gameplay * Easier difficulty (enemies required less hits to die)
Better control during the shooting stages. The cross-hair in the shooting stages (when using the control pad) is square-shaped in the Famicom version and circular on the NES.
The final boss, Gordon, was slower but a bit stronger
In the driving stages, Billy's truck threw dynamites instead of grenades in the Famicom version, the roads were wider and palm trees and street lights can be seen on the side of the road (instead of the generic-looking poles in the localized release). On the other hand, the NES version had no black bar on the top of the screen and a progress meter was added (in turn, the driving stages also became longer).
Graphics * Better graphical detail (check out the swamp stages especially)
Different graphic effects on the title screen (the Japanese logo slides in from the side as opposed to the "wavering" effect of the U.S. version)
Annabelle's outfit was changed to enhance her "sex appeal". In the original Famicom version, she wore a long red dress and was barefooted, whereas in the NES version she wore a midriff-revealing t-shirt with daisy dukes and high heels.
Billy's face during the opening intro has an older look in the Japanese version.
Some of the color palettes were changed. For example, the bad guys in the first stage wore green instead of blue in the Famicom version and the final stage had differently colored wallpaper for it's background.
Misc * Japanese dialogue (strangely written entirely in katakana)
A few digitized voice samples were added to the localized version including Gordon's laugh between stages. The Famicom version had no voice samples, but Gordon's expression changed between stages (in the later levels, he has a more concerned look).
The Japanese version feature an alternate ending where the player dumps Annabelle in the end by avoiding her when she tries to approach you. Moreover, the game penalize you for using any of the power-ups gained from the game's training mode by not giving you any ending at all.
Names
*With the exception of Billy (who's full name is Billy West in both versions), the characters are given different names with different titles in some of them (the "heir to Gordon's Underworld Throne" are listed only as "twin brothers" in the Japanese version and the "whipmaster" was actually a "whipwoman) in the game's ending. Here's a list of name changes ordered from their title followed by the localized name in the NES version and their original name in the Japanese version.
Title - Localized Name - Japanese Name
Annabelle - Annabelle Lane - Annabelle Luna
Bad Guy A - Thugs McGraw - Bren Wrestler
Bad Guy B - Kid Creole - Steven Barone
Bad Guy C - Tolouse L'Attack - Ray Harris
Frogman - Jacque Killstow - Diverman
Fatman - Hurricane Hank - William Deve
Punk - Cajun Cut Throat - George Snyman
Chainman - Migraine Mike - Vernon Taylor
Whipwoman - A.L. Hurt - Thousand Bird
Dogmaster - Swamp Gas Charlie - Tom Ogawa
Ironman - Blackie Blue - Carlos Olsen
Twin Brother A - Rocky - John Martin
Twin Brother B - Rocko - Grant Martin
Boss A - Louis Tor-ture - Matthew Birch
Boss B - Godfather Gordon - Richard Gordon
Information also provided by Johnny Undaunted
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