Blast Wind (1997)
Another Technosoft shooter that only saw a release in Japan. This vertical scrolling shmup is fast and frantic and has the usual plethora of big boss battles to contend with.
Cotton 2 (1997)
Magical shooting games in the whimsical Cotton series. Instead of aliens and cyborg ships and bosses you get to shoot monsters. This game saw it released in Japan exclusively on the Saturn as the arcade version was released on the Saturn based ST-V arcade board.
Sexy Parodius (1996)
A comedic take on shmups by Konami with quirky characters, think of it like a reskinned version of Gradius. It was a Japanese only release which is a shame as previous versions of Parodius came on the SNES in the west.
Strikers 1945 & Strikers 1945 II
World War II-themed games by Psikyo with intense bullet patterns, mammoth bosses and some seriously satisfying explosion animation throughout. It did see a release over this way on the PlayStation 2 and for those with seriously deep pockets, the Neo Geo.
Salamander Deluxe Pack Plus (1997)
The Sega Saturn was home to many a classic compilation and this one featured arcade classics shooters Salamander, Life Force, and Salamander 2. It nearly came out in the US as part of a Gradius collection for the PS1 but was unfortunately cancelled.