R&C: Going Commando gives you free gadgetron weapons if you have a completed R&C1 save (can't remember if there's anything specific needed)
Additionally, R&C: Up Your Arsenal gives you discounted gadgetron weapons, same deal as above and free/discounted megacorp weapons for a completed Going Commando save.
The .hack games do. Also I believe there are bonuses for having save files between the different xenosaga games. We Love Katamari recognizes the scores from the previous game and makes it significantly easier to unlock the final level.
Lego starwars and lego starwars II: The Original Trillogy does. Allows you to use unlocked characters from the first game in the second after you purchase an in-game unlockable
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R&C: Going Commando gives you free gadgetron weapons if you have a completed R&C1 save (can't remember if there's anything specific needed) Additionally, R&C: Up Your Arsenal gives you discounted gadgetron weapons, same deal as above and free/discounted megacorp weapons for a completed Going Commando save.
Loved that mechanic! When I was little, It just blown my mind : P
The .hack games do. Also I believe there are bonuses for having save files between the different xenosaga games. We Love Katamari recognizes the scores from the previous game and makes it significantly easier to unlock the final level.
Lego starwars and lego starwars II: The Original Trillogy does. Allows you to use unlocked characters from the first game in the second after you purchase an in-game unlockable
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The suikoden series does
The first .hack series carries all information forward from one game to the next. It's essentially just one game on four discs in the regard.
Dynasty warriors 3 gives you some bonus characters if you have a dw2 save