You can find a huge serial database here: http://www.katch.ne.jp/~kazutake/
. Check under "Data room". I think this was collected from Sega of Japans release lists and other such "official" material, so it may not be completely accurate, compared to what numbers the games actually had.
You can also get all Saturn serials at satakore.com, these are more accurate since it collects data from the discs/covers.
It's interesting to note that (disregarding the Dreamcast) only the 32x and Saturn used an extra letter in the serials - GM-xxxx and GS-xxxx, obviously standing for Mars and Saturn.
Another thing to note: Megadrive numbering used G-4000 for normal games, and G-5000 for battery backed games (same for GM-4xxx and GM-5xxx for 32x normal and battery backed titles). But there was also a G-4500 line, also for battery backed titles. What made this line so special that it got its own numbering?
The Gamegear started at G-3100, not G-3000.... Why?
Naomi titles were GDS-0000 (sega) and GDL-0000 (third party).