Infinite continues
Accumulate over one hundred continues, then enter the options screen and change the "Credit" option to "Free Play".

View all FMV sequences
At the options screen, highlight the "Movie" selection. Press Left, Right, Left, Right, then hold L1 + L2 + R1 + R2 and press Start. For the Japanese version of the game, press Down, Up, Down, Up, then hold L1 + L2 + R1 + R2 and press Start.