Short answer: yes, there were differences, cultural as well as tactical, and sometimes, they were pretty major. Since I specialize in Hungary of Arpad/Anjou interregnum (c. 1300), I'll give you an overview of how Hungarian knights differed from your typical (i.e. French) knight.

1. Culture

First off, Hungary had a long tradition of familiares. These were nobles who served other nobles, but not by being bound by fiefs or vassalage, but based on contract, most of the time verbal. They received pay in one form or another wile they served - it could be profits from a castle, cash, horses or anything they agreed on.

This habit existed on all levels of society, highest offices of the kingdom (Dukes, called Ispans, palatine who was king's second in command and could judge fellow nobles in his name and several others) were granted by the king and could be, and most often were, removed from you after a time. If the situation was stable, no one made a great fuss about it.

We can perhaps carefully make an assumption that Hungarian nobility was less fussy about dealing with money directly - this is, however, something so heavily dependent on personal views of a given noble, that generalizations aren't all that useful.

2. Religion

Hungary was home to 5 separate religions, Roman Catholic, Orthodox, Jewish, Muslim and Tengrist shamanism. This may be one of the reasons why Hungarian knights and clergy weren't all that bothered about religion. Papal legates repeatedly mention Hungary as Godless land where heretics and idolators can walk free and gain offices of state.

Nobles had little problem when it came to appointing Jews and Muslims (they called the latter ismaelites) to various offices, as can be seen from many, many kings forbidding it by royal decree several times.

There was even a king, Ladislaus the Cuiman, who was most likely pagan, though he kept the official pretense of catholicism. There almost was a Crusade called against Hungary as a result, but that is a story for another time.

3. Horses

Hungarian nobles used horses shorter than the ideal of their western counterparts, chroniclers repeatedly mention Hungarian horses as shorter (likely 140 cm, compared to 160 cm destriers), but sturdy and with great stamina. They were pretty prized by the foreigners, especially since Hungary regulated their trade very heavily.

This is tied into the saddle design, Hungarian nobles favored low saddle as often as not, sometimes even preferring to fight in jousts using it instead of tall knightly saddle. That said, the tall saddle definitely was known and used, the choice was driven by personal preference.

4. Armor

Hungarian nobles used slightly lighter and more mobile armor - while we can dismiss claims of some German chroniclers that Hungarians didn't use helmets as pretty damn stupid, art shows that Hungarians used face protection considerably less often. Even after Anjou kings brought in Italian equipment, local nobles seem to have preferred bascinets without a visor.

That said, Hungarian heavy cavalry was noted for their horses being well armored (even mentioning horse armor is unusual), so they were no lightweights either.

5. Weapons

Lances and spears don't really change much, but one weapon specific to Hungary is the sabre - it's well known that it was Hungary that introduced it into the Europe at large (they weren't THE first users of it, but they were the first with pan-European impact), and sabre remained popular for all classes. Chronica picta shows us that nobles and nomads alike used saber, and it seems that while nomads use it exclusively, nobles use it based on personal preference.

Telling account is also that of Matthew Csak of Trencin, one of the most powerful nobles of the time (he was able to match the royal armies of Charles Robert claw-for-claw to a point where Charles was able to retake his holdings only after Matthew's death). He favored sabre as a weapon for tournament melees, and his family and him were both known as excellent commanders of light cavalry (his uncle in battle of Marchfeld, he himself in battle of Holic, he also held the title of Judge of the Cuimans, and Bohemian chronicles mention he had a lot of light nomad cav in his armies).

6. Tactics

As you probably guessed, Hungarian nobility was much better at using light cavalry, and used it often. Hungarian armies are noted for having a ridiculously high number of it, up to a third of total number, and it played key role in a lot of battles (Kressenbrunn, Marchfeld), though it was just as often not mentioned (Rozhanovce, Sajo).

The nobles themselves seemed to consider being in command of light cavalry a prestigious thing, Matthew II Csak, uncle of Matthew Csak of Trencin, earned significant fame and holdings for his command of it at Marchfeld.

7. Conclusion

All this said, there are still many, many similarities. Knights of Hungary did serve primarily as shock cavalry, were nobles, and liked more or less the same tales of heroism as their, say, English counterparts - king Arthur was just replaced with king Stephen.

8. Sources

If you want sources, be warned, almost all of them are not in English. There are about 3 - 4 main books from which i got the information I wrote here, one of them is Czech, other Slovak. I can give you some primary sources, but those are in Latin, Hungarian, German or Italian, rarely Czech or Slovak.

The answer is definitely 'yes.' Different nations adopted different philosophies of war in the later Middle ages, and while generally the weapons and tactics and armour were similar throughout Europe (and it is important not to overstate differences between nations), there were differences worth noting. I will focus on one of the more singular cases - England.

In England, men at arms (knights and those who fought like them) often fought on foot beginning around the middle of the 14th century, acting as a kind of heavy infantry 'backbone' while archers galled enemies into attacking and disrupted their formations. As such, English men at arms became specialists at fighting on foot. It's not that they couldn't fight mounted - they could and did, sometimes decisively (as in the final charge at Poitiers) - but their most common role in a pitched battle was as heavy infantryman. Even English kings like Henry V and Edward IV dismounted and fought beside their men at arms and archers.

This affected English armour. By the mid-15th century English style plate armour had acquired a number of features that optimized it for fighting on foot:

• A longer fauld and culet, to better protect the groin. The Fauld and culet are the front an back of the 'skirt' of metal hoops that extends down from the breastplate. Making it longer protects the groin area, but it also makes riding a horse awkward, since the skirt now extends well below the fork of the legs. Faults, being made of hoops articulated together, can collapse up, but it is still not comfortable, so a longer fauld is better for infantrymen than mounted soldiers. In addition, mounted knights would have their groin protected by the front of their saddle (which was generally armoured as well), so they wouldn't need the extra protection.

• More maneuverable shoulder guards (spaulers an pauldrons). By way of contrast, n the 15th century the shoulder defenses of Italian men at arms become truly immense. The armourers of Milan produce armours with pauldrons that were big to begin with and then reinforced by additional pieces on top of them. From the front, these pauldrons cover the upper arm and much of the breast, and in the back they nearly overlapped. This sort of shoulder defense is ideally suited to defending the vulnerable armpit while in a cavalry charge, but greatly restricts mobility. By contrast, English shoulder defenses are smaller, to allow for full mobility when wielding two-handed weapons on foot (mostly pollaxes and other staff weapons, but occasionally two handed swords). The vulnerable armpit was often defended by besagews like you see in the effigy above - reinforcing pieces (round or oblong) that guarde the armpit. When English armours included pauldron guards, they were not as large as those of Italian armours.

• There is a gap where the sabaton meets the greave, to allow for freer movement of the foot.

• Closed Cuisses (thigh armour). One of the ways you control a horse is through your legs. Your inner thigh feels the horse, and can exert control over the horse. This means that, if you are going to be fighting while mounted, it is helpful that the armor on your upper leg not go all the way around. But if you are fighting on foot, the extra protection of fully enclosed thigh armour might be helpful. So, English knights tended to wear thigh armour that was fully enclosed - it made riding somewhat awkward, but they were mostly fighting on foot anyway.

There are other adaptations in mid-15th century English armour to dismounted combat, but these are the main ones. They are very similar to the characteristics of foot combat armour from the late 15th and early 16th centuries.

In addition to the adaptations for fighting on foot, it seems that the English were early in jettisoning the full shirt of mail in favor of relying almost completely on their plate armour. As early as the 14th century, the inventory of the Tower of London shows more supplemental pieces of mail - collars, skirts, sleeves, gussets for the underarms - than it does full mail shirts, a trend that continues in the 15th century. The English fondness for fully enclosed armour on their limbs may have had something to do with this. It is also possible that fighting on foot they were more eager to jettison the extra weight of a full mail shirt.

Sources:

Richardson, Thom - Inventories of the Tower Armouries 1330-1410

Capwell, Tobias - Armour of the English Knight 1400-1450 - this book was my main source for this answer. Capwell used experimental archaeology (including wearing English-style armour in jousts and foot combats) to analyze the practical reasons behind the design peculiarities seen in the armour depicted on English funerary effigies.

Strickland and Hardy - The Great Warbow - Information about English tactics

In addition, you may be interested in this previous answer about the equipment of English soldiers in the Hundred Years War.

Norway.
Interesting topic. Here are a handful of facts for those within the Norwegian court ("Hird") that would be considered knight ("Ridder") or lesser noble ("Hirdmen"):

• The nobility serving as guards of the King were required to either wear a sword, like most European nobles, or "...an exceptionally good axe. The escort is not to be provided for the sake of amusement, but rather to furnish reliable protection for the king. "
• The nobility were required to own and train with bows. This wasn't just for knights, but also lower nobility. In fact, every other man in the levy fleet were ordered to bring a bow. We don't see the extensive emphasis on archery production as we see in the Tower, but a bow with 3 dozen arrows from each Hirdman was a requirement. Knights would use either bows or crossbows.
• Although we see massive use of cavalry for strategic purposes, normative sources for the use of couched lances and tournament gear, we have no descriptive source of any mass charge from knights from Norway. Knight used horses for transportation, dismounted and fought on foot. For Norwegian nobility, the spear was worth 2 swords when in array. When on shipboard, black gambeson was preferred over mail.
• Warfare in 13th century Scandinavia was dependent on siege warfare and levies, like many other European armies, but unlike many other areas, German Mercenary Knights provided armies with the classical heavy cavalry. The nature of them being a mercenary meant that they were not always available for hire. This meant that Norwegian warfare emphasized the use of castle and the mobility of the levy via ships far more than others. The mobility of longships were unmatched even into the late 13th century.

You'll notice that I include not just knights, but also lesser nobility. The reasoning for grouping them, is because English terminology can be less than useful in the context of European warrior nobility. For example, in a high medieval setting, the English term Earl is very different from the Norwegian term Jarl. So in Norway, a Jarl was second in command under the king, meaning a Norwegian Jarl was what you would call a Duke ("Hertug"). The point is, both Hirdmen and Riddere were both warrior nobility and had swore an oath to the King.

[...]hirdman means the same as keeper and guardian; and those who wish to possess this title rightfully should be true keepers and guardians both of the king's person and of all his kingship. They should guard the bounds of equity among all the men of the realm, wherever they are present when suits at law are heard. They should also observe good and courtly behavior and every useful custom, for they are at all times nearest the king in all matters. They guard the king's life and person both night and day; they are always about the king at the table when he eats and drinks, at public assemblies, and at all general gatherings, like near kinsmen. [...] These men ought of right to be addressed as lords by all men who bear lesser titles than they do; for they are, in a sense, stewards of the realm[...]

As such, I'll treat both groups as knights, at least in regards for the high medieval period.

Hirdlaw.
Landlaw.
Kings Mirror.
Fagerland, Tor Einar. Krigføring og Politisk Kultur i Nordisk Middelalder.