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In the Worst Ending to the main story where Adell kills Rozalin only for him to get possessed by True Zenon, the Japanese version of the game features graphic audio of the possessed Adell killing and cannibalizing Taro and Hanoko. This scene was removed from the international versions of the game.
In Disgaea 2, there is a sword named the Sesshomaru. Its description reads "Hurry up and find the damn jewel shards!" These are both references to the anime/manga "InuYasha": the titular progatonist's brother was named Sesshomaru, and the shards of the "Shikon-no-tama" jewel were an important plot point. The acidic description is also a reference to InuYasha's aggresive attitude.
You can play as Axel, Fubuki and Prinny Kurtis, but only in the Land of Carnage after beating certain episodes.
Defeating Laharl in the battle against him during the story mode, before he breaks Rozalin's seal, awards you with a special cutscene and actually ends your game.
You can unlock alternate "dark" versions of the mission maps in Disgaea 2. To do this you have to find the 5 hidden switches from Holt Village, after which a message saying "A dark shadow looms over Holt Village" appears. You are then given the option to battle the dimension guide's shadow version. Defeat her and she will act as your guide to the Dark World.