SNATCHER VERSION INFORMATION
I personally have only played the PC Engine CD ROM and Sega CD versions, so I will only post info on these versions as I hope to obtain both the Saturn and Playstation versions fairly soon and will post info on those as soon as I can get my hands on them.
The Sega CD version has a quite a few more screens in the opening sequence.
The PC Engine CD seems sharper and has more colors since the PCE CD is able to display twice the amount of colors on screen as the Sega CD.
I also thought that the PCE CD music sounded a bit better than the Sega CD.
The Japanese voice actor for Gillian has a much deeper voice, which kinda surprised me when I first popped the game in, this adds something totally new to the game (all of the voice acting is quite different, it was odd getting used to hearing a different voices out of familiar characters).
In the sequence where the dog is killed in Jean Jack Gibson's backyard the PCE CD has the dog twitching when the intestines are "ripped" out, where the Sega CD version has been edited so that the dog does not twitch (intestines still ripped out though).