Most of the time it's an ego thing; the distributor dislikes the title so he comes up with one he thinks is better. Or one he thinks will appeal more to the foreign audience he's distributing to. Other times it's a matter of copyright. It's been going on since the dawn of film and likely won't change any time soon.
Zombie (1979). Aka Zombi 2, to cash in on the success of Dawn of the Dead which was released in Italy under the title Zombi. Also known as Zombie Flesh Eaters in the UK.
The Prowler. Known in some countries as "Rosemary's Killer."
Haute Tension (2003). Known in the states as High Tension. Known in parts of Europe as Switchblade Romance.
The Beyond (1981). Also known as Seven Doors of Death.
Effects (1980). Also known as The Manipulator.
The Untold Story (1993). Aka Bunman. Aka Eight Immortals Restaurant. Aka Human Meat Roast Pork Buns. Aka The Eight Immortals Restaurant: The Untold Story.
Romero's original The Crazies (1973). Aka Codename: Trixie.
Last House on the Left (original). Aka Sex Crime of the Century.
Evil Dead (1981). Known in some parts of Europe as Dance of the Devil.
Bay of Blood (1973). Aka Carnage. Aka Twitch of the Death Nerve.
Shock (1977). Aka Beyond the Door 2.
Gates of Hell (1980). Aka City of the Living Dead.
Deep Red (1975). Aka Profondo Rosso. Aka The Hatchet Murders.
Tenebrae (1982). Aka Tenebre. Aka Unsane.
Cemetery Man (1994). Aka Dellamorte, Dellamore.
Dr. Butcher, MD (1980). Aka Zombie Holocaust.
Cannibal Ferox (1981). Aka Make Them Die Slowly.
Emmanuelle and the Last Cannibals (1984), aka Trap Them and Kill Them.
Death Dream (1972), aka The Night Andy Came Home, aka Dead of Night
Dead Alive (1992). Aka Braindead.
I could go on and on...