Namely NWN, BG1, QfG1 VGA and Patrician 3. NWN1 couldn't get over big screen. QfG1 produced an unsurpassable graphical glitch later in the game. BG1 crashed during every third attempt to save -> GOG release desperately needs Tutu patch together with most common modes as bonuses. Patrician 3 failed to be initialized until I ran this registry file
I played BG1 with just the widescreen and GUI mods and didn't have any issues with it crashing. I didn't ever try it without the mods though. Those were kind of my choice, so I didn't really count them as not working out of the box. I'll have to check it without the widescreen and GUI mods next time to see if the problem comes up.
NWN did not cause me any problems either. This is interesting because the last time I installed it off of CDs (before getting it on GOG) I had to make some changes in the .ini files regarding the number of CPU cores. I did not have to do this with the GOG version.