Last Blade 1 - Almost all of them. Off the top of my head, Shikiyoh, Zantatsu (the floating ship), Shiki (the snow effects)
Last Blade 2 - battle of cloudy sky
Samurai 1 - of course Gen-An's stage, it was genius at the time.
Samurai 2 - Genjuro (the moon!), Mizuki
Samurai Shodown 3 - Basara, Nakoruru, Genjuro (the mom dragging the kids inside), Kyoshiro (the changing wall murals)
Galaxy Fight - Gunter and Alvin
Waku Waku 7 - Tesse all the way.
Fatal Fury 3 - Yamazaki
KoF 94 - Ikari
KoF 95 - USA, Kyokugen
KoF 96 - USA, Kyokugen, Boss Team
KoF 97 - Orochi New Face team, including Orochi, China (the dancing tiger is very cool, as well as the cameos)
98 - Oyaji team, Iori team
99 - pfft. I don't remember it very well for some reason.
00 - ditto
Kizuna - Jyazu
Savage Reign - Eagle (it was very unique in my opinion, to fight like that)
Metal Slug 3? Nihon(Japan) of course, where the samurai carry the tanks like fred flintstone. The dork who wrote the faq thinks they're arabs, but when you go through the debug menu to quick access that area, it's called Nihon.