It baffles me that I cannot find any list online of MSX exclusive games. (MSX2+ and Turbo R included of course)
Anyone could point me in the right direction? I'm thinking about buying an MSX, but if all its games also came out for NES or Atari or whatever, then it might be of no interest.
I found out about SD Snatcher so far, which looks great, but that's it.
Any help appreciated. Thank you! 
There are many many many MANY. The MSX game library is huge and you opened a Box of Pandora here.
Just from the top of my head, really MSX exclusive and most relevant -
...we're still scratching the surface here. These are mostly Japanese (not all of them) and non-'erotic' games (some of which are actually pretty good, such as "Mirror Maze", "Outer Limits" and "The Holy Grail of Griel").
Apart from that, some games are not MSX exclusive but clearly have the best and/or original version on MSX, such as Ganbare Goemon, Gorby's Pipeline, Psycho World (a.k.a. "Psychic World"), Higemaru Makaijima and ofcourse Metal Gear and the Eggerland games (a.k.a. "Adventures of Lolo").
Puyo Puyo is another series that originated on the MSX, but I won't be lying and tell you that it's the best version, because ofcourse it's not.
You could arguably place Vampire Killer on the first list, as it plays radically different from any other version.
Also, I only mentioned some 'classic' titles, but to this day, original MSX games are still being developed, even released in physical (cartridge) format, and a lot of them are of super high quality.
Oof, dumb mistake. And there I thought I was being really thorough and careful while compiling this list.
Good thing I didn't include "Last Mission" and "Livingstone Supongo" then, or the Infogrames stuff, as those all probably saw releases on multiple platforms as well.
There could be more in the list that slipped my attention, even if I tried to be very certain they are exclusive. For instance, did you know that "Super Rambo Special" isn't an MSX exclusive? I did not.
(EDIT: I just edited out D-Dash from my list, but I left Goody there because else your comment wouldn't make sense anymore)
Thanks for the list John!
And Wyrdwad, considering I had already mentioned SD Snatcher in my OP, I think so, yes.
If anyone else has any other game to add, do not hesitate! 
(BTW, yesterday there was this Japanese MSX 2 with cables and a Hudson controller for like $160 on ebay and didn't buy it right away, today it's already gone, argh. I should have bought it.)
