I'll restrict it to 2.0L Zetec motor.
Differences I am aware of:
No egr on Euro spec
Euro spec has oil squirters under pistons
Euro spec is return fuel system, US spec is returnless
Euro Zetec is 10:1 compression, US is 9.6:1 compression (difference is in the cylinder head volume)
Final gear ratio is 4.06:1 in Euro spec
They are the differences I am aware of.
FR Head milled .040". FR Stage 2 cams, Pipercross Viper intake, Ford Racing long header, RT Hi Flow cat, Herrod Motorsport 2.25" stainless catback, Quaife LSD, Eibach Pro-kit, Wilwood 13" brakes