Couple of things I noticed:
Sly 1:
Racing stages are different, probably made easier. IIRC the car that played music was always in first in the PS2 version, but not now...
I want to say that there are more piranhas in the minigames where you have to run them over and use them as fuel to light a bunch of torches.
There's a part of Into the Machine that's different. When you have to hang onto a ring and it takes you to the next area. It's near the safe. I can't entirely remember what was different... I think this was moved to the left somehow?
Apparently some of the Master Thief times were eased. Any specifics?
I'm pretty sure there were one or two other stages that were slightly changed up.
Sly 2:
A bunch of the movies that you got by waiting on an episode and hitting Square when the police badge popped up were removed.
Never played Sly 3 enough to be able to notice differences.
--
[NO BARKLEY NO PEACE]
im here to you dark soul with my LIGHT -ertyu