Turbografx/PC Engine shmups? That's something I have a lot of... so sure, why don't I take a picture of them?
Super CD games are the top two rows (excepting Super Darius, a regular CD title in one of those rows to be next to its Super CD sequel), regular CD the next two, and JP HuCard games below (Hany in the Sky is accidentally in the loose cards row below even though I have the case; I didn't re-take the shot just to correct that.). US HuCard games are on the left side. To identify a few that may be tough to recognize, the no-manual game in the top center is Kiaidan 00. The other no manual CD games are, going downwards, Alzadick, Monster Lair, and, in the bottom left corner (because it didn't fit elsewhere in the frame), the Super CD game Ai Cho Aniki (which could be next to Cho Aniki, but oh well.). The loose card game in the bottom right, with the cord on top of it, is Armed Formation F. Oh, and the loose US HuCard game is Cyber Core. And yes, that is Rock-On with the flash's light covering the "R".
I included a few games that are only partially shmups here -- Fray CD, Monster Lair, Pomping World (aka Buster Bros.; it's kind of a static-screen shooter...), Spiral Wave (which is a space adventure game with some rail shooter parts). Close enough.
Not pictured, even though it probably should be: the somewhat shmuppish tank action shooting game Metal Stoker: Neo Hardboiled Shooting, which I do have complete.
At one point, when I was getting a lot of Japanese import games in like 2013-2015 or so, I considered getting more Saturn shmups. It didn't take me long to decide that no, I'd much rather get more Turbo/PCE shmups instead, because I like them more. There are of course a lot more shmups on this console than this, and I'll get more someday, but I'm pretty happy with this collection, I have a lot of the major ones. Nexzr (Summer Carnival '93 version, top right) is probably the most I've ever paid for a single retro game, it cost me over $80... (Oh, annd yes, I did get import versions of some of these games that do have US releases, like Galaga '88/'90, Super Star Soldier, Monster Lair, and such, because they were cheaper than the US copies are.)
As for the Saturn though, all I've got are the Gradius, Parodius, and Twinbee Deluxe Packs, a US copy of Galactic Attack, Game Tengoku: The Game Paradise, Soukyugurentai Otokuyo, Macross DYRL, Sonic Wings Special, and kind of Assault Suit Leynos 2, though that's really not a shmup. My Playstation shmup library's not huge either, I have some interesting stuff but do not have the more expensive ones like Einhander or R-Type Delta. I like 4th-gen shmups more than 5th gen for sure.
