For the SNES, the lockout chip used in the US and Japanese carts is the same. So if you can bypass the shape of the cartridge slot (most people cut the tabs out of the US SNES slot or use a bridge adapter on the SFC) then you can play the other region fine.

As for the NES, in Europe there are TWO PAL regions, labelled PAL-A and PAL-B. And the cartridges DO NOT work between these two PAL regions, so you can't use a PAL-B cartridge on a PAL-A console, and vice versa.