Complete the game and save. Now load this Clear Game data and you can choose to see the cut scenes. The more Memory Capsules you collected during game play, the more scenes you can see.
Complete the game after having obtained three G Reports and you'll get a small extra ending after "The End".
Below is a list of hidden items found in the game. They can be missed, and because of that you should try and get them on your first time through.
To unlock the Art Gallery in the extra feature, you must locate and destroy the Red Capsules in the individual Extra Missions using a melee attack to destroy it. Each one will unlock a different art portraits.