Some of the cameras (E-m1 mark I/II/III, E-m5 mark I/II/III, E-m1x, OM-5, and OM-1 mark I/II) are splash resistant providing you use splash resistant lenses. Obviously if you don't shoot in wet conditions it may not matter, but if you do, it can be helpful.
In terms of macro shooting, some of the newer cameras (E-m5 mark II/III, E-m1 mark II/III, E-m1x, OM-5, and OM-1 mark I/II) have the option of doing focus stacking with specific macro or pro lenses. Focus stacking takes a series of images (typically 8) varying the focus slightly. The camera then combines these images in camera that gives you much more depth of field for the combined JPG image than you would get from an individual shot. These cameras along with some others (like the E-m10 mark II) also have focus bracketing, where the camera takes the multiple shots. With focus bracketing, it does not combine the images in the camera, but you can combine them afterward with various photo editors.
Some of the cameras support high resolution modes. This is like focus stacking, in that multiple pictures are taken. However, unlike focus stacking/bracketing, you don't get more depth of field, but instead the sensor is moved slightly, and you get more megapixels. Some cameras offer two types of high resolution, one meant for tripod work, and the other hand held.
Some of the cameras offer pro capture. Using this mode, when you 1/2 press the shutter, it starts recording images to the internal buffer, but it does not write them to the SD card. When you fully press the shutter button, it writes the last images in the buffer to the SD card. This is useful to capture things where human reflexes are too slow. For example, if you use pro capture to capture somebody diving into a pool, you can more likely capture the exact moment the diver enters the pool for the best image. Of course the downside is you have many more images that are all similar that you have to go through to discard before getting your perfect image.
For macro type work, using a remote shutter control can be useful. The oldest cameras had no method of setting off the shutter remotely. Starting with the E-PM2, cameras got the ability to be controlled via the OIShare phone application. You can either have the image on the screen and use touch to set the focus point and fire the camera. In using this mode, you don't have access to many of the settings, and the controls on the camera are locked. Or there is a remote shutter option that just takes the picture, and you can use all of the normal controls.
Some of the cameras have the option to use a wired shutter release. On the older cameras, the wired shutter release (RM-UC1) used the same port as the USB cable. On the newer cameras with wired shutter releases (E-m1 mark II/III, E-m1x, E-m5 mark III, OM-5, and OM-1 mark I/II), the shutter release cable is a separate cable. The OM cameras also have the option of using the wireless shutter release RM-WR1.