COD2 had melee combat and vehicle combat (big tank mission), but no dogs to shoot.
The big changes in COD4 for me are shooting through walls, more vehicle/gunner missions (the AC-130 level was definitely one of the high points, as were the helicopter missions - running from the battlefield into a chopper and grabbing the machine gun as it lifted off was a beautiful immersive experience), and the depth of the multiplayer experience.
The gameplay experience is certainly very similar, though, which is why we love it