• Valkyrie Profile - Silmeria: When playing FMV - sound problems.
• Valkyrie Profile: BGM and SFX problems
• Sakura Taisen I remake: Title animation freezes
• Super Robot Wars Alpha Gaiden: Voice play-back problems in game.
• Minna-no-Golf4 (hotshot golf): Delayed button press recognition
• Final Fantasy XI: no BC for HDD titles as of yet.

The very first post on the thread cites a page as a general resource for checking the backwards compatibility status of games. It's in Japanese so you might want to run it through. Now now folks, don't go up in arms just yet. Even the PS2 wasn't fully backwards compatible right from the start. Also, a lot of the backwards compatibility issues with the PS3 are reportedly going to be handled via firmware updates. So all of these will be fixed in due time.

EA Best Hits 007 Night Fire & 007 Everything or Nothing - Ingame, sometimes the BGM don't play properly.
Kagerou II - Dark illusion- PlayStation 2 the Best - Several specific scene audio playback has errors. Releases, 11/30/06
Ultimate Hits Front Mission 2 - Not yet tested.
Otome no Jijou (Budget) - Certain movies do not play properly. (Firmware 1.10 verified to fix problem)
Otome no Jijou (LE) - Certain movies do not play properly. (Firmware 1.10 verified to fix problem)
DMC PlayStation 2 the Best - Title demo sometime freezes
Phantom Brave 2 Shuume Hajimemashita PlayStation 2 the Best - When you move the characters ingame, the screen messes up.
Jissen PACHISURO Hisshou Hou! Hokuto no Ken SE (Regular Ed.) - Sometimes pressing the stop button has lag.
Koei Tenban Series Shin Sangoku Musou 3 - In certain scenes the BGM messes up. Sometimes the demo movies/pictures freeze.
School Rumble Nigakki Kyoufu no (?) Natsu Gasshuku! Youkan ni Yurei Utsuru!? Otakara wo Megutte Makkou Shoubu!!! no Maki - Title Movie messes up with HDMI out. (Firmware 1.10 fixes problem)
School Rumble Nigakki Kyoufu no (?) Natsu Gasshuku! Youkan ni Yurei Utsuru!? Otakara wo Megutte Makkou Shoubu!!! no Maki (LE) - Title Movie messes up with HDMI out. (Firmware 1.10 fixes problem)
Ultimate Hits Valkyrie Profile - Valkyrie Profile - Some BGMs/sound effects don't play right during gameplay
Ultimate Hits Star Ocean Till the End of Time Director's Cut - Movie playback sometimes experiences audio problems.
Daito Giken Premium PACHISURO Collection Yoshimune - During a save the BGM messes up. Sometimes there's lag hitting the stop button.
Ikusagami PlayStation 2 the Best - There are times when the character serif (?) gets messed up.
GT4 PlayStation 2 the Best - Sometimes it black screens after title demo
Valkyrie Profile 2 Silmeria - Sometimes audio plays funny during certain movies
Colorful BOX ~to Love~ 2800 Collection - Movie BGMs sometimes messes up.
Yamasa Digi World SP Moeyo! Koutto Shakujo - Sometimes there's lag when pressing the stop button.
Final Fantasy XI Atorugan no Hihou Kakuchou Data Disk - Currently PS2 HDD games aren't supported.
Play Online / Final Fantasy XI One Pack 2006 - Currently PS2 HDD games aren't supported.
IF Collection Spectral Force Chronicle - During a scene change the picture can go haywire for a second.
Final Approach (Princess Soft Collection) - At the configuration screen sometimes the BGM settings can not be changed.
DX Jinsei Game V PS one Books - Black screen after PS logo.
Shin Onimusha Dawn of Dreams - Screen is shifted 2cm to the right.
OZ (Konami the Best) - Sometime it fails to save or load.
SIMPLE 2000 Series Vol.94 THE Akachan Pion ~Come on Baby~ - The Dance Battle Summer/Winter Parts have the screen freeze. (Firmware 1.10 relegates the problem to audio playback problems some glitches at the title screen)
Chaos Field New Order - When you skip the instruction screen, the screen messes up for a moment.
Kenka Banchou PlayStation 2 the Best - Sometimes the Character serifs (icons?) mess up
Exciting PRO Wrestling6 YUKE’s the Best - There are several spots in the game where the screen messes up.
Ikusagami - There are times when the character serif (?) gets messed up.
SNK Best Collection Metal Slug 4 - Sometime a scene transition causes the screen to mess up.
Xenosaga Episode 2 (Beyond good and evil) - Sometime the opening movie stutters and has BGM issues.
Tekken 5 PlayStation 2 the Best - Sometimes the BGM does not play during several fight modes' character select screen. The screen freezes returning from "Arcade history".
Minna no GOLF 4 PlayStation 2 the Best - Sometimes there's button lag.
Clover Hearts Best Ed. - Screen freezes at Opening movie end.
Best Hit Selection ONLY YOU Rebel Cross - Title menu character serif and animations sometimes mess up.
Nanobreaker (Konami the Best) - During or at the end of movies the screen sometimes freezes.
Code Age Commanders ~Tsugu Mono Tsugareru Mono~ - Sometimes is fails to save and will corruptedly load a save.
IF Collection Cardinale Arc ~Konton no Fuusatsu~ - In some spots, sometimes the character audio messes up.
Richar Burns Rally - Sometimes the screen freezes.
IF Collection Generation of Chaos NEXT ~Ushinawareshi Kizuna~ - Sometimes the character audio messes up.
Slotter UP Mania 7 Saishin Saikyou! Pioneer MAX - Sometimes the reel's picture does show properly.
Shikigami no Shirou Shichagatsu Genzoukyoku - BGM and SE don't play outside of characters.
IF Collection Generation of Chaos III ~Toki no Fuuin~ - Some scene sometimes mess up playing the BGM.
(Super Robot Taisen Alpha Premium Edition Doukonyou) Super Robot Taisen Alpha Gaiden - Sometimes the sound messes up.
SuperLite 2000 Series Memories Off (Sore kara) - Part of the song in the opening movie doesn't play back.
Puchi Copter 2 LE - Not yet tested
Puchi Copter 2 Regular Ed. - Not yet tested
Puchi Copter 2 - Not yet tested
Ultraman PlayStation 2 the Best - Sometimes Stage 2 freezes
ACE Combat 5 PlayStation 2 the Best - New Game movie sometimes freezes at the end.
Magna Carta PlayStation 2 the Best - Sometime the opening movie freezes.
Shin Sangoku Musou 3 Mega pack - During certain scenes sometime the BGM messes up. Sometimes the demos freeze.
Shin Sangoku Musou 3 Playstation 2 the Best - During certain scenes sometime the BGM messes up. Sometimes the demos freeze.
Kagerou II -Dark illusion- - Several specific scene audio playback has errors.
OZ - Save load troubles. (Firmware 1.10 fixes the problem)
Tennis no Oujisama Rush & Dream (Konami Dendou Selection) - Some scenes have no audio.
Capcom Retro Game Collection Vol. 4 - Some spots have BGM playback problems.
Rakushou! PACHISURO Sengen 3 RIO De Carnival 600 Shiki - Sometimes the stop button lags.
Soccer Life 2 - Sometime the title screen BGM doesn't play properly.
Kenka Banchou Regular Ed - Sometimes the character serif (?) messes up.
Kenka Banchou First Press Ed - Sometimes the character serif (?) messes up.
Koei Teiban Series Taikou Risshiden IV - The screen freeze at several scenes.
SIMPLE2000 Series Vol.78 THE Uchuu Taisen - Sometimes the SE don't play.
Capcom Retro Game Collection Vol. 3 - Some spots have BGM playback problems.
Shikigami no Shirou II (Taito Best) - BGM and SE don't play outside of characters.
EA Best Hits Burnout 3 Takedown - Sometime some SE don't play in the races.
Front Mission Online - Currently PS2 HDD games aren't supported.
C@M Station Tsujouhan (Soft Tanbinhan) - Currently PS2 HDD games aren't supported.
C@M Station Doukon (Eyetoy Kamera & USB Headset Doukonhan) - Currently PS2 HDD games aren't supported.
Spectral Force Chronicle - At scene transition the screen messes up for a second.
Spectral Force Chronicle 10th Anniversary Box - At scene transition the screen messes up for a second.
Taisen Hot Gimmick Access Suzume Tsujou Han - Screen freezes at story mode screen when timer reaches 0.
Taisen Hot Gimmick Access Suzume Special Ed - Screen freezes at story mode screen when timer reaches 0.
Tekken 5 - Sometimes the BGM does not play during several fight modes' character select screen. The screen freezes returning from "Arcade history".
Sentou Kokka Kai New Operations - Some scenes have problems with BGM.
Cafe Lindbark -summer season- Sweet Edition - If BGM is set to off it can't be turn on. Pressing / start resets BGM to on.
Cafe Lindbark -summer season- Regular Ed - If BGM is set to off it can't be turn on. Pressing / start resets BGM to on.
IF Collection Shin Kigensou Spectral Souls - Some scenes sometimes mess up playing the BGM.
Winning Eleven 8 Liveware Evolution Information - Somtimes the video freezes during play.
Onimusha - Sometimes the audio doesn't play right during movies
Play Online / Final Fantasy XI One Pack 2005 - Currently PS2 HDD games aren't supported.
Jissen PACHISURO Hisshouhou! Hokuto no Ken Plus - Sometimes the stop button lags.
Zeonic Fron Kidou Senshi Gandum 0079 THE BEST - In some spots character dialogue doesn't play.
Valkyrie Profile PS one Books - Some BGMs/sound effects don't play right during gameplay
Exciting Pro Wrestling 6 SMACKDOWN! Vs RAW - Some spot the screen sometimes messes up.
Memories Off After Rain Vol.1 Aridzuru Tsujou Han - Sometime the movie BGM don't play properly.
Memories Off After Rain Vol.1 Aridzuru Special Ed - Sometime the movie BGM don't play properly.
Nanobreaker - During or at the end of movies the screen sometimes freezes.
Radiata Stories - Sometimes the movie BGMs don't properly play.
GT4 - Sometimes it black screens after title demo
Koei Teiban Series Daikou Umi Jidai IV Porto Estado - Not yet tested.
Nobunaga no Yabou Online -Tappi no Shou- - Currently PS2 HDD games aren't supported.
Tennis no Oujisama Rush & Dream Tsuujou Repeat Han - Some scenes have no audio.
EUROPEAN CLUB SOCCER Winning Eleven Tactics - Sometimes freezes when movies play.
Crash Bandicoot Crash and Cortex's Yabou - Sometimes the game screen messes up.
Tennis no Oujisama Rush & Dream Tsuujou Han - Some scenes have no audio.
Densha de GO! -Ryojou Hen- Taito Best - Sometimes the movie audio doesn't play right.
Exciting Pro Wrestling 5 YUKE’s the Best - Sometimes the screen freezes and the end of the "Create" screen.
Magna Carta - Sometime the opening movie freezes.
SIMPLE2000 Series Ultimate Vol.21 Kenka Joutou! Yankee Banchou ~Shouwa 99 nen no Densestsu~ - Some scenes, sometimes the character audio doesn't play.
Makai Senki Digaea PlayStation 2 the Best - Sometimes the screen messes up on the character move screens.
Way of the Samurai 2 PlayStation 2 the Best - After a certain point the character serif messes up.
Armored Core Ninebreaker - Title screen background messes up sometimes.