Well for us, not much. For you, there are lots depending on which engine.
For us, the A4 platform cars only ever got two diesels: 1999 through 2003 was a VE90 ALH, 2004+ was a PD100 BEW. That's it. So within that, we got cars from three different plants (German, Mexican, Brazilian). All the manuals are essentially the same 02J 5sp from Argentina, with minor shifter improvements and slightly taller gears for the BEW. The automatics used with the 4sp 01M with the ALH and the BEW got the 5sp 09A Jatco. Although the BEW Beetles got the 6sp 02E DSG as the automatic option.
All our ALH and BEW cars use the same brakes, however the rear caliper lever and parking brake cables were improved during the 2000 model year. The ABS system improved a couple times, and ESP became an option in 2003. Suspension was mostly the same, but there are lots of spring codes. Steering is mostly the same, but some German built cars later on got a different power steering pressure line with a little curly-cue at the rack, and a couple different pumps were used on ALH engines which means the lines are different.
Europe has WAY more options. So this makes a LOT more possibilities. SDIs, TDIs, higher output TDIs, GTDs, 4motion, rough road suspensions, all kinds of things. So for you, "VE" or "PD" still leaves a lot of questions.