Annabelle's First Name
There are 3 different ways to spell the name of the ultimate Cajun Queen. The game manual spells it "Annabelle". So does the game. A walkthrough in Nintendo Power spells it "Anabelle". The comic books spell it "Annabel". I'd go with the manual / game spelling and say her name is spelled "Annabelle".
Annabelle's Last Name
Okay, this is where it gets tricky. First we have to decide whether the names listed at the end of the game are "actors", since the game did say it was a "cast", or the characters' names. The manual gives the same names for Gordon's henchmen as the "cast" listing in the game, and, for each name, the "cast" listing gives a description of what they did in the game. So, perhaps the "cast" listing is simply trying to associate each character with a sprite in the game. That would make "Annabelle Lane" her full name.
However, this presents a problem. The manual says her name is "Annabelle Bon Vivant". So, perhaps the "cast" listing is just that. "Annabelle Bon Vivant" could've been "played" by Annabelle Lane. How about "Annabelle Bon Vivant Lane"? Or maybe "Annabelle Lane Bon Vivant"? Probably not.
To make things more confusing, the comic books call her "Annabel Lee". How about "Annabelle Lee Bon Vivant"? The inaccuracy of the comic books in relation to the game makes me doubt the name "Lee".
As you may or may not know, CastleVania, another (more-popular) Konami game, has a similar "cast" listing at the end. The names given are obviously parodies of real-life actors. This is especially shown when it says that you played the role of Simon Belmont! Therefore, we can dismiss the "cast" listing in "The Adventures of Bayou Billy" as just some silly humor in giving the game a "movie" feel. Therefore, the name "Lane" in not canon.
As for the pronunciation of "Vivant", could somebody from Louisiana perhaps e-mail me and tell me the correct pronunciation?
The manual just calls him "Bayou Billy". The "cast" listing in the game says "Billy West". The comic books call him "William Jackson West". His first name is Billy / William. That much is certain. "West" appearing at the end of the game, going by the reasoning above, is just the last name of the "actor" that "played" Billy. However, that doesn't mean that Bayou Billy's last name is not "West", since the manual doesn't specify, and the comic books use it. As for "Jackson", neither the game nor the manual contradict it, so it's possible.
In the manual and the game, Gordon is referred to as "Godfather Gordon, the Gangster King of Bourbon Street". In the comic books, he's "Giles Gordon, Crime Boss of New Orleans". Both titles fit him. As for the name "Giles", no contradictions are given by the manual or game, so...
Other People's Names
The names of Gordon's henchmen listed in the game and manual are the same, so no contradictions there. The comic books tack on "Deebe" for Hurricane Hank and "Gaskill" for Swamp Gas Charlie. Also, they give Thugs McGraw the nickname "Two-Head". The manual and game don't contradict these add-ons.
The manual and the game present two different circumstances of Annabelle's kidnapping by Gordon. Here's the manual's version:
Very cool! Now, in the game version, Gordon holds a knife up to Annabelle's neck and tells Billy he's taking her away. He says Billy will have to come to his estate to rescue Annabelle, and there will be many obstacles to overcome. Then Annabelle is placed in a green vehicle (with bars on the windows), and Billy goes after her.
So, there is different action and different words from Gordon in the two different versions. Also, in the game's version, Gordon tells Billy to come and get Annabelle. In the manual's version, Billy makes the decision on his own. My guess is that the people in charge either didn't check their work or intentionally put better reading material in the manual and better info on the gameplay in the game. Which is it? Please e-mail me if you know.
Which version is canon? Well, the game should carry more weight than the manual, I guess...
The Comic Books
Let's see. In the comic books, Billy and Annabelle aren't really together. However, they are definitely together before the game and at the end of it. So, do the comic books take place before the game? Maybe. But there are contradictions between the manual / game and the comics. We can say that all the material in the comic books is canon for the "comic universe", and all comic book material that doesn't contradict the manual nor the game is canon for the "game universe".
I think it's rather obvious that the events of "HOW'S BAYOU" and "HAVING A BALL" never happened in the game or comic universes.
Annabelle Bon Vivant (game universe only)
Annabel Lee (comic universe only)
William Jackson West (both game and comic universes)
Giles Gordon (both game and comic universes)
Other People's Names (comic additions canon for both game and comic universes)
Annabelle's Kidnapping (whichever version you like best canon for game universe)
Comic Books (all canon for comic universe; noncontradictory material canon for game universe)