I can't think of a Final Fantasy title that's not had a stateside release, apart from the quirky Chocobo's Mysterious Dungeon, or whatever it's called. The way Square's been lately, I wonder if they can afford not to localize it.
Final Fantasy II (Famicom)
Final Fantasy III (Famicom)
Final Fantasy V (Super Famicom)
Before Crisis Final Fantasy VII (yes, it was a cellphone game, but they never ported it to anything else)
Chocobo's Magic Picturebook (DS) (actually most of the Chocobo games)
Final Fantasy X International (luckily it's bilingual so it can be played on an emulator, if one does not have the capability to play an import disc on real hardware)
Final Fantasy X-2 International + Last Mission
Final Fantasy XII International
Final Fantasy Dimensions
And if you want to count them:
SaGa 2 DS
SaGa 3 DS
And it would be even more awesome if this rumor I heard of the PSP version being bilingual is true. Make me even more glad I already pre-ordered an import copy.