Of course there are many expressions that are used in one and not the other (for example, while Mandarin says 不好看, Cantonese instead says 唔好睇) - after all, they are two different languages. But in this article I'm going to avoid expressions, and rather focus on individual characters that have this feature.
As a cheat - since I don't speak Cantonese :) - my starting point was to search in the MDBG online dictionary for the word 'Cantonese', which gave me 99 results, from which I started to whittle the list down to ones worthy of being included in this article ...
- 唔: This is the first obvious one which means 'no' or 'not'. In theory it's pronounced wú in Mandarin, but it's only* used in Cantonese where it's pronounced m4. This is extremely common in Cantonese, generally used where Mandarin would use 不 - so for example 'bad' in Mandarin is 不好 whereas in Cantonese it would be 唔好.
- 冇: In Mandarin it is pronounced mǎo, but in Cantonese it's mou5. The closest Mandarin word to this character might be 没有 (méiyǒu - which even sounds very similar to mou5). This is another very common character in Cantonese. To be clear, I have never seen this used in Mandarin.
- 佢: This is he/she/it in Cantonese: keoi5. No need to discuss this one - since I wrote an entire article on it before :-)
- 嘅: This is the Cantonese equivalent of the Mandarin possessive article 的. In Cantonese 嘅 is pronounced ge3.
- 呢: This character as used mostly in 呢個 to mean 'this' - basically it's the same as 這個 in Mandarin (or 这个 in the simplified system)) and is pronounced ni1.
- 嗰: Similarly, this character is used for 'that' in Cantonese - usually in the word 嗰個, which is pronounced go2go3. Mandarin would use 那個 (Simplified: 那个) instead.
- 喺: This is the Cantonese equivalent of 在 (to be at) - and it is pronounced hai2.
- 咩: This is pronounced me1, and it indicates surprise by turning the sentence into a question. For example, 係咩 (hai6me1) means "Really?"
- 佬: If you're a foreigner living in HK, you will hear this character every day - part of the word 'gweilo' - this character is actually pronounced lou2. Therefore 'gweilo' actually means 'male ghost' (and not 'old ghost' - which is a common mistake that confuses 佬 with 老).
- 乜嘢: This is pronounced mat1 je5 in Cantonese, meaning 'what' or 'why'. Since both characters are unique to Cantonese, and since they are commonly used together in this compound word, I just gave them a single entry. It has the same meaning as Mandarin's 什么 or perhaps 东西.
- 咗: This is pronounced zo2, and puts the sentence into past-tense, in the same way that Mandarin might use 了 or 过 (過).
- 咁: The character is pronounced gam3, and can mean 'so' (like Mandarin's 这样) or 'very' (like 很).
- 噉: This is the other 'gam' word of interest, although the tone here is different: gam2. It means 'in that case' or 'and then'. When I'm listening to my colleagues speaking on the phone, I hear this word a lot! (In written Cantonese, this is sometimes just written as 咁, apparently.)
- 啱: The character is the Cantonese equivalent of Mandarin's 对 (Traditional:對), meaning 'correct'. It is pronounced ngaam1. (And because you, Dear Reader, are so clever - you probably already worked out by yourself that we can piece together two of these characters to get the Cantonese word for incorrect: 唔啱.)
- There are a few more that are worth listing here because they are quite common, but I will just group them together: They include 搵 (find, like 找), 瞓 (sleep, like 睡), 噏 (gossip), 攰 (tired, like 累), 嘥 (to waste), 屌 (to fuck), and finally 餸 (a side dish).
In the past (before moving to HK), I had been reading Chinese comics which I picked up on my travels, wondering why I was struggling to understand the text so much - and I kept seeing strange characters (like 冇). That is how I originally realised that there are indeed characters which are used in Cantonese and not Mandarin, which explains why at the time I couldn't easily work out what the text was saying.
So now we all know. 冇問題.