\d checks all Unicode digits, while [0-9] is limited to these 10 characters. For example, Persian digits, ۱۲۳۴۵۶۷۸۹, are an example of Unicode digits which are matched with \d, but not [0-9].

You can generate a list of all such characters using the following code:

var sb = new StringBuilder();
for(UInt16 i = 0; i < UInt16.MaxValue; i++)
{
    string str = Convert.ToChar(i).ToString();
    if (Regex.IsMatch(str, @"\d"))
        sb.Append(str);
}
Console.WriteLine(sb.ToString());

Which generates:

0123456789٠١٢٣٤٥٦٧٨٩۰۱۲۳۴۵۶۷۸۹߀߁߂߃߄߅߆߇߈߉०१२३४५६७८९০১২৩৪৫৬৭৮৯੦੧੨੩੪੫੬੭੮੯૦૧૨૩૪૫૬૭૮૯୦୧୨୩୪୫୬୭୮୯௦௧௨௩௪௫௬௭௮௯౦౧౨౩౪౫౬౭౮౯೦೧೨೩೪೫೬೭೮೯൦൧൨൩൪൫൬൭൮൯๐๑๒๓๔๕๖๗๘๙໐໑໒໓໔໕໖໗໘໙༠༡༢༣༤༥༦༧༨༩၀၁၂၃၄၅၆၇၈၉႐႑႒႓႔႕႖႗႘႙០១២៣៤៥៦៧៨៩᠐᠑᠒᠓᠔᠕᠖᠗᠘᠙᥆᥇᥈᥉᥊᥋᥌᥍᥎᥏᧐᧑᧒᧓᧔᧕᧖᧗᧘᧙᭐᭑᭒᭓᭔᭕᭖᭗᭘᭙᮰᮱᮲᮳᮴᮵᮶᮷᮸᮹᱀᱁᱂᱃᱄᱅᱆᱇᱈᱉᱐᱑᱒᱓᱔᱕᱖᱗᱘᱙꘠꘡꘢꘣꘤꘥꘦꘧꘨꘩꣐꣑꣒꣓꣔꣕꣖꣗꣘꣙꤀꤁꤂꤃꤄꤅꤆꤇꤈꤉꩐꩑꩒꩓꩔꩕꩖꩗꩘꩙0123456789