So I've been discussing with a friend of mine, who lives in Japan and owns a Evo9 Wagon(CT9W)
Mine is Evo 9 MR, which I suppose it was the most loaded Evo 9 that available in the US back in 2006
Here are the differences:
Japan spec has both driver side and passenger side automatic front window, one click down and one click up
Japan spec has automatic headlights
I believe GPS with screen is also available in Japan.
Japan spec has automatic A/C
Also he told me they they got a system, I forgot the name, but it can cooling down the engine bay by spraying water on engine bay, and it could also be turned on manually.
And last, I really love the look of the wagon, which we dont have here in the US...
Interesting fact that he told me if you remove the plastic cover on D pillar of the wagon, you will see the uncovered welding
Here are some pics of his car.

 

Forgot to mention-----the carbon fiber parking brake handle that came with all MR models, is an expensive option in Japan.

 

The water sprayer is a little pipe that sprays a little on the IC, i unplugges mine when i pulled the bumper and forgot to put it back on, no sweat it does nothing

 

Are you sure? Before hot summer road trips I fill the sprayer and when I return home the reservoir is empty.

 

I am like 90% sure this is a none critical feature of the car. AFAIK there is an automatic mode on some later evos vs mine on my 4 which had to be switched on manually. It just improves intercooling, again AFAIK, rather than stopping your car from catching fire or anything.

Actually my switch has been completely physically disconnected, along with a suspicious auxillary toggle switch next to the original that is also disconnected now. The original switch had to be held down(while you are driving, WTF lol). I am guessing that is what that toggle switch was about, strange history my car has. I am pretty sure I read the system on the 4 activates for x seconds per button press rather than a full on momentary switch, so maybe you did not literally have to hold it down. Still, awkward for a system that has virtually no tangible gains.

Speaking of US/JDM differences, did the later model evos still have the SAS system? I don't think the Japanese models got EGR either.

 

The sprayer is for the intercooler .This is to help with intake Temps mine is deleted and not needed if you have an after market intercooler. I know the JDM ones have Anti lag built in. They also have the better bumper. not 100% sure but they might also have AYC.

 

The intercooler sprayer was only on the '03 Evo 8 in the US (not sure about other markets). There is a switch next to the shifter for the system that is set to either 'auto', manual spray', or 'off' and the reservoir is on the drivers side of the engine bay near the air filter. The later evos ('04+) do not have the system because the ACD reservoir sits in the same location as the sprayer reservoir, and the ACD is definitely the more useful system of the two.
There are threads that talk about the effectiveness of the system and the gains are minimal (mostly non-existent). Most people just remove it when they upgrade their intercooler.

 

Non-USDM Evo 9 had AYC

 

I think if the wagon was available here it would not be nearly as liked... it looks like an Evo front with a funeral limo rear end attached to it.

 

The seats on the evo 9 jdm are bigger than evo 9 usdm....The jdm is better that usdm evo.

 

haha agree we always love something just simply cuz we couldn't get them.

 

Right, I forgot to mention. JDM rear bumper looks way better...

 

Most Japanese cars are at their best with JDM version.

 

My car is an '04 and has an intercooler sprayer and no ACD.

I wouldn't say that they are bigger per se. I have both JDM and USDM front seats and the USDM seat is definitely all-around wider.

 

JDM EVO IX vs USDM EVO IX:

1.) GSR have S-AYC rear diff, GT/RS have mechanical rear LSD ; All USDM have mechanical rear LSD with plate stacked incorrectly
2.) GSR/GT have auto A/C, RS have manual A/C ; All USDM EVO come with manual A/C except X
3.) GT/RS come equipped with magnesium compressor wheel and it is an option on GSR ; All USDM do not come with magnesium compressor wheel
4.) EVO IX MR in JDM term is car built in 2006 and come in GSR/RS variant, there is EVO IX MR wagon too which came in GT/GT-A variant ; EVO IX MR is a trim level in USDM

Those are what I can remember off top of my head