Yes; there are a few things in fact.
The first, as pointed out by Jim Bolia, the world have different tendencies - white and black. This determines the difficulty of enemies, souls dropped, et cetera. At Pure White World or Pure Black world tendency, however - the maps themselves sometimes change. New paths may open up, or an additional (unique) enemy may spawn. WOrld Tendancy is effected by a variety of means - beating a boss, dying, defeating certain enemies, et cetera.
See below for more details on what you find at each, and how the system works.
White World Tendency
White World Tendency has the following
Decreases enemy HP, attack and defence power
Enemies drop fewer upgrade stones
Enemies drop more healing items.
Attack power is increased in Soul Form. Increases 10% at White, and 20% at Pure White.
See the list of White World Tendency
Events. Black World Tendency
Black World Tendency has the following
Increases enemy HP, attack and defence power
Enemies hold more Souls
Enemies are more likely to drop rare items
The Black Phantoms versions of enemies and NPCs appear in specific locations
Black Phantom versions of normal monsters have a 100% drop rate
for their primary items.
Primeval Demons appear in specific locations in each world. Note that
Primeval Demons will appear slightly
before a world is Pure Black, so this
is not a good way to judge if you have
achieved Pure Black World Tendency.
This demon will still be there when
the world is Pure Black.
Your character's maximum HP in Soul Form is reduced.
See the list of Black World Tendency
Changing World Tendency
Each action below is followed by a
positive or negative number.
Positive numbers shift the World Tendency towards White (e.g. +1 means
one step towards Pure White World
Negative numbers shift the World Tendency towards Black (e.g. -1 means
one step towards Pure Black World
Kill a Demon (boss) in a particular World (+1)
Kill the Red Dragon (+1) in 1-2
Kill the Blue Dragon (+1) in 1-4
Kill the Black Phantom Form of one of the 5 special named NPCs that
appear in Pure Black World Tendency
Defeat Black Phantom Executioner Miralda (+3) in 1-1
Defeat Black Phantom Scirvir, the Wanderer (+3) in 2-2
Defeat Black Phantom Lord Rydell (+3) in 3-1
Defeat Black Phantom Satsuki (+3) in 4-1
Defeat Black Phantom Selen Vinland (+3) in 5-2
Defeat a Primeval Demon (+3) (once per world per game)
Defeat Black Phantom NPC (see above) and 1 Primeval Demon without
returning to Nexus. (+6) (once per
Defeat Black Phantom NPC (see above) and Primeval Demon without
returning to Nexus, and then defeat 1
Boss. (+7) (once per game)
Kill an invading Black Phantom
Ressurect a summoned Blue Phantom
Note: To maintain White Tendency after
defeating a boss (approx 45% shift to
White), then go to the Nexus and
commit suicide in the Nexus. Death in
body form in a world equates to a
(30%) shift back to black tendency,
undoing all the effect of killing the
boss. Towards Black
Die outside the Nexus while in Body form (-1)
Kill Old King Doran (-2) in 1-1
Kill the Body Form of one of the 5 special named NPCs that appear in Pure
White World Tendency
Kill Body Form Executioner Miralda (-3) in 1-1
Kill Body Form Scirvir, the Wanderer (-3) in 2-2
Kill Blue Phantom Lord Rydell (-3) in 3-1
Kill Body Form Satsuki (-3) in 4-1
Kill Body Form Selen Vinland (-3) in 5-2
Suicide in the Nexus in Body Form (+0) This affects World Tendency in
the Nexus, but there are no World
Tendency events there.
Suicide in the Nexus in Soul Form (+0)
Die in any world in Soul Form (+0)
Kill the Vanguard (+0) in 4-1
Next, there are also the Mephistopheles Quests and Yurt, The Silent Chief. The Mephistopheles Quests appear if you kill Yurt, and have Black Character tendency. She will offer you assassination quests to kill many of the NPCs in the Nexus - and rewards you for doing so. Of them, the only unique item is the Foe's Ring. It should be noted that the NPCs will not respawn if you kill them. So doing so is not a good idea before the final boss.
Yurt is related to the above, but slightly differnt. You find him locked up in 3-2, and upon freeing him he will begin killing NPCs - the ones that Mephistopheles wanted you to kill (as well as a few more).To unlock him, you need to take an alternate path through 3-2 - so it is very possible to miss him. Killing him will grant you the Gloom Set.
There is also the Demonbrandt obtained by fighting Old King Doran. He is located in WOrld 1-1, and you need the Demonbrandt to later obtain the Northen Regelia.
On a final note, the game doesn't force any items on you - and as such it is possible to miss much more then this on your way through. But these are the most notable things, and making a list of every item and where you can find it... would just be a waste. If you are looking for that, however, see this wiki.