New Line's Special Edition DVD includes two scenes that were removed from the theatrical version prior to release:
a prologue, set in the 11th century, showing the arrival of a Viking boat to America; the Vikings come ashore, bury a chest that contains Loki's mask and then leave;
(SPOILER) a longer version of the scene where Peggy Brandt betrays Stanley. In the theatrical version she supposedly leaves the printing plant after getting her money; the longer version shows the Masked Dorian killing her by throwing her inside the presses.
An alternative 'PG' rated version was released (supposedly to gather more of a family related audience).
New Line Home Video released a "Family Edited Edition" on VHS. This PG version has some obscenities and profanities removed.