Other than the upcoming Blood Diamond Blu-ray/HD DVD release, are movies that are released on both formats so far identical when it comes to bonus content or special features?

Sometmes, not always.

Departed has different audio options.

Mission Impossible 3 has an "In Movie Experience" type feature on HD DVD but not Blu-ray. The Blu-ray, however, has a couple of extra easter eggs.

Don't a few Paramount Blu-Ray movies also have a MPEG-2 encode while the HD DVDs use VC1?

With negligible differences in image quality.

The Nine Inch Nails "Beside You in Time" Blu-ray has 3 songs where you can change the angle on the fly. The HD-DVD has the alternate angle footage as separate chapters that can be watched in their entirety but you can't switch back and forth between angles while watching the disc.

I believe on dual Warner releases, the DD+ track on HD DVD is 640 kbps and the DD track for BD is also 640 kbps. But for Paramount, I think some, if not all of their HD DVD DD+ tracks are 1.5 mbps, same as Universal. However, I'm not sure if their DD tracks for BD are also 1.5 or if they are 640 kbps. If so, that would be a noticeable different in audio.