Yea there are, but I wouldn't classify Diamond and Platinum as sister games. Personally, I would term Platinum is a sequel to Diamond; it was released later and has more features. Pearl and Diamond are sister games.
Having said that, there is little difference between sister versions like Diamond and Pearl. Most different things are superficial, like version exclusive Pokemon.
I'll list the main differences between sequels within each gen and link to the version's wiki page (there's a more extensive list there). I also excluded remakes like HGSS/ ORAS.
Red/Blue - no difference except version exclusive Pokemon.
Yellow - the story line is a bit different; you are essentially Ash, and you get given every Kanto starter including Pikachu. Gym leaders teams revamped. Several glitches patched. Jessie & James make an appearance, but are not named. Pokemon Yellow verison
Gold/ Silver - no difference except version exclusive Pokemon.
Crystal - first game where a female character was introduced. Certain redesigns, like Ice Path, Burned Tower, Mt. Mortar & Lance's room at Indigo Plateau. Sprites were given animations and some recoloured to match their anime form. The legendary beasts are now an important part of the plot, rather than just more Pokemon to catch. Pokemon Crystal Version
Ruby/ Sapphire - aside from version exclusive Pokemon, Team Magma is the villain team in Ruby and Team Aqua is the villain team in Sapphire.
Emerald - both teams are villainous in this version, and both Groudon and Kyogre are awakened. Rayquaza has more role in the plot. Many of the trainers & Pokemon are at a higher level, and Emerald is often seen as a tougher game. Gym leaders can also be rebattled. The Battle Frontier was also introduced along with new move tutors. Pokemon Emerald Version
Diamond/ Pearl - no difference except version exclusive Pokemon.
Platinum - Move tutors introduced. First game for non-roaming legendaries to reappear after beating the E4 when they faint. Dawn & Lucas get redesigned clothing. Trainer & Pokemon sprite redesigns. Charon (Team Galactic) and Looker are introduced. Giratina plays a more prominent role plot wise. VS Recorder introduced. More Pokemon were added to the Sinnoh Dex. Pokemon Platinum Version
Gen V is a bit different. There was never a third game that improved upon 2 sister games, but instead there was another pair of sister games.
Black/ White - apart from version exclusive Pokemon, Opelcuid City's appearance differs between versions.
Black2/ White 2 - Black City & White Tree Hollow introduced. Key system & Unova link introduced. Dream World updated. Kyurem receives more importance in the plot. The route for the player to follow was drastically changed; you start from Aspertia Town and go through south-west Unova, and certain places available to you in BW are now locked until post-game. Driftveil and Nimbasa receive redesigns, and Castelia sewers & gardens are added. Every trainer has a fully animated sprite. Unova Pokedex has expanded to included non-native Pokemon. Pokemon World Tournament introduced. Some gym leaders are replaced, such as they Straiton Trio, Lenora and Brycen. Team Plasma has reformed under Ghetsis' leadership, and split with one that follows N's ideals (though he does not actively lead them). Zorua and Zoroark are now easily obtainable. Hidden Grottos introduced. Repels on a loop!!!
NB: B2W2 was the first game that actively showed time passing. Cheren, Bianca, N and Iris have all moved on from their roles in BW and advanced in their fields of interests.
POST-GAME: battles with N every season at his castle. Trade with Curtis/ Yancy for rare Pokemon after completing the Xtransceiver side quest. Pokemon B2W2 versions
Not listing anything for Gen VI because a sequel/ improvement to XY has not been released.
