Hidden shop
Highlight the "Buy" option on the shop menu and press Up, Left, Right, Down, Right(2), C.

Level select
Highlight a saved game file at the load game screen and press Right, Down, Up, Left, R, Y, Start, X, Z, C.

View FMV sequences
Press Up, Down, Up , Down, Left, Right, X, Circle at the load game screen.

Super shop
Highlight the "Buy" option on the shop menu and press Left, Up, Down, Right, Left, X, Right, Up, Left, Down, Right, X, C to get a shop that sells practically everything