Additions and expansions to the system include initiative, the use of magic, and certain setting considerations such as player species or period equipment which must be mechanically represented. Also see Nestor's answer here.
The biggest difference in the system is essentially the implied dropping of the Continuous Combat initiative option from the system, as it does not appear in Desolation or All for One. It can, of course, be returned easily.
The magic systems for each line have a lot in common, but each is flavored and executed with stylistic and setting differences, that build on and in some cases expand the approach developed for HEX:
HEX and All for One are essentially intended for human PCs, although inside the Hollow Earth certain alternate choices do present themselves. Desolation incorporates several fantasy races as primary choices, and presents character building options for those races.
Each line focuses on a specific period or genre, so you will see the focus shift toward Armor and Fantasy Weapons in Desolation, and on Fencing and Early Firearms in All for One, with a smattering of clockworks artifacts.
One additional element included in Desolation is nutritional values for entries in the bestiary.
One more thing. There are a couple of mechanical differences with how some Talents work.
For example, The Block and Parry Talents in HEX and All For One allow you to use the corresponding maneuver as a reflexive action (instead of an attack action), while in Desolation the Talents just give the character a +2 Defense bonus against specific types of attacks (unarmed attacks for Block, melee attacks for Parry).