Already answered, but all GB games from all regions work on all systems.
I didn't put a list of Euro releases without US counterparts together but your post inspired me to start.
Here's some numbers:
GB US - 519
GB Euro - 420+ (still confirming more every once in a while)
The following 64 Euro titles were not relased in the US. Some of these were country specific (ie only released in Germany or France) and others were released in various parts of Europe under altered names.
Adventures of Lolo
Alien Olympics
Asterix
Asterix & Obelix
Baby T-Rex
Bataille Navale (France) aka Schiffe Versenken (Germany)
Battle of Olympus, The
Blues Brothers Jukebox Adventures, The
Bomb Jack
Boulder Dash
Castle Quest
Choplifter III
European Super League
FA Premier League Stars 2001
FIFA '98: The Road to the World Cup
Fire Fighter
Football International
Garfield: Labyrinth
Gift
Hammerin' Harry
Hugo
Hugo 2
Jelly Boy
Lemmings 2: Tribes
Lucky Luke
Magnetic Soccer
Matthias Sammer Soccer
Maus, Die
Max
McDonaldland
Mickey Mouse
Micro Machines 2: Turbo Tournament
Monster Max
Mr. Nutz
On the Tiles
Ottifanten (Otto's): Baby Bruno's Albtraum
Out to Lunch
Palamedes
Parasol Stars
Parodius
Pinball Deluxe
Pinball Mania
Pop Up
Pop'n Twin Bee
Populous
Reservoir Rat
Rodland
Sensible Soccer: European Champions
Smurfs Nightmare, The
Smurfs Travel Around the World, The
Spirou
Splitz
StarHawk
Sunsoft Grand Prix
Super James Pond
Super Kick Off
Thunderbirds (Gerry Anderson's)
Tintin in Tibet
Tip Off
Trip World
V-Rally
Waterworld
Worms
Yannik Noah Tennis
GBC US - 451 (includes B&W compatible carts)
GBC Euro - 398+ (still confirming more every once in a while)
The following 114 (!) Euro titles were not relased in the US. Some of these were country specific (ie only released in Germany or France) and others were released in various parts of Europe under altered names. A few of these might have US counterparts that I don't have info on. This includes GBC (clear cart) and GBC with B&W mode (black cart) games
3D Pocket Pool
8 in 1 Colour Gamepak 1 (Australia)
8 in 1 Colour Gamepak 2 (Australia)
8 in 1 Colour Gamepak 3 (Australia)
8 in 1 Colour Gamepak 4 (Australia)
Alfred's Adventure
All Star Tennis
All Star Tennis 2000
Antz: World Sportz
Asterix & Obelix
Asterix: Search for Dogmatix
Baby Felix: Halloween
Backgammon
Barca Total 2000
Benjamin Blumchen: Verruckter Tag im Zoo
Bibi Blocksberg: Im Bann der Hexenkugel
Bibi und Tina: Fohlen "Felix" in Gefahr
Carl Lewis Athletics 2000
Colin McRae Rally
Cool Bricks
Daikatana
David Beckham Soccer
David O'Leary's Total Soccer 2000
Denki Blocks
Dinosaur'us
Dropzone
E.T.: The 20th Anniversary (possible Euro release of Cosmic Garden or Escape from Planet Earth)
Elevator Action
Extreme Ghostbusters
F1 Championship Season 2000
F1 Racing Championship
F1 World Grand Prix
Fish Files, The
Fix & Foxi: Episode 1: Lupo
Flipper & Lokapa
Games Frenzy (possible Euro release of Gobs of Games)
Gift
Halloween Racer
Hercules: The Legendary Journeys
Hollywood Pinball
Hugo
Hugo 2 1/2
Hype: The Time Quest
International Karate 2000
International Superstar Soccer 2000
Janosch Das groBe: Panama Spiel
Jay und die Spielzeugdiebe
Jimmy White's Cueball
Kapt'n Blauber: Die verruckte Schatzsuche
Keep the Balance
Konami GB Collection Vol 1
Konami GB Collection Vol 2
Konami GB Collection Vol 3
Konami GB Collection Vol 4
Konami Winter Games (possible Euro release of Millennium Winter Sports)
Lucky Luke: Desperado Train
Maus 2, Die: Verruckte Olympiade
Maus, Die
Max
Maya the Bee and Her Friends
Maya the Bee Garden Adventures
Merlin
Micro Maniacs
Monkey Puncher
Moomin's Tale
Moorhuhn 2: Die Jagd hat ein Ende!
Moorhuhn Jagd, Die Original
No Fear Downhill Mountain Biking
Noddy and the Birthday Party
NYR: New York Race
O'Leary Manager 2000
Ottifanten: Kommando Stortebecker
Papyrus
Player Manager 2001
Pocket Music
Pocket Racing
Pocket Soccer
Pop n' Pop
Prince Naseem Boxing
Puchi Carat
Pumuckl Abenteuer 2: Im Geisterschloss
Pumuckl Abenteuer
Qix Adventure
Rainbow Islands
Rip-Tide Racer
Robin Hood
Robocop
Robot Wars: Metal Mayhem
Roland Garros French Open 2000
Santa Claus Junior
Scrabble
Soccer Manager
Space Station Silicon Valley
Spirou: The Robot Invasion
Supercross Freestyle
Suske en Wiske: Bob et Bobette
Suzuki Alstare Extreme Racing
SWiV
Tabaluga
Taxi 2
Three Lions
Thunderbirds
Tintin: Le Temple Du Soleil
Tiny Toon Adventures: Dizzys Candy Quest
Tonic Trouble
Tootuff
Track and Field Summer Games
Tweenies: Doodles' Bones
UEFA 2000
Volker, Die: Land der Legenden
Visiteurs, Les
Wetrix
Yannik Noah Tennis 2000
Zidane Football Generation
-Mike