Yume Nikki contains some unused spirites.
Mars
There is an unused door graphic in the tileset of Mars-san's room. It fits perfectly on one of the walls, but it just isn't there.
FC World
A huge part of the FC World is unreachable. There is also a smaller island with 4 statue's that cannot be reached in any way.
Graphics for three different FC world trees exist, but only the one on the right is actually used.
There are 6 more unused tiles, and they appear to be drawn in a different art style.
Madotsuki's Room
There is a cracked window: 
And a round pillow: 
Puddle World
A Japanese Torii gate appears in the tileset.
Witch's Island
The pond on Witch's Island sometimes contains some sort of sea creature. If you noclip in his pond and interact with him, then he will make noise. He can also be stabbed by noclipping in the pond.
The noice he makes depends on a certain variable. But when you interact with him, the very same variable is set to 11. So he will always use the same sound effect. Perhaps it was a coding error? Or maybe it's not finished because you can't interact with him unless you cheat.
The Snow World
A pink gate. Note that the Pink Sea shares the same tileset as the Snow World. Perhaps this was meant to be the entrance to the Pink Sea. Maybe it was scrapped because it didn't fit in the igloo.
The Lost Party Member
Another Party member can be added to your party, but this never happens in the game.
It's nameless and there are no sprites associated with it. But having it in your party causes Several scripts in the game to change.
- All sane and insane Toriningen disappear. The Toriningen party and the nice lunatic in the Mall are not removed.
- The top-left cupboard in the Guillotine Room will disappear. If you stand on it's former tile and press the action button, then you will end up in front of one of the 8 cupboards in the Eye world. If you enter the world again, then the cupboard will have returned to its rightful spot. This works in the bigger version of the Guillotine Room, too.
- If you wake up, you will be unable to move. You can still open your menu.
- The ending is not changed at all.