Unlock and watch all of the interviews in the "Extras" menu. The Cheat Sheet has cheat codes for almost all of the games.
Altered Beast
Bonanza Bros.
Columns
Comix Zone
Decap Attack Starring Chuck D. Head
Ecco The Dolphin
Ecco 2: The Tides Of Time
Ecco Jr.
Flicky
Gain Ground
Golden Axe
Golden Axe 2
Golden Axe 3
Kid Chameleon
Phantasy Star 2
Phantasy Star 3: Generations Of Doom
Phantasy Star 4: The End Of The Millenium
Ristar
Shadow Dancer: The Secret of Shinobi
Shinobi 3: Return Of The Ninja Master
Sonic The Hedgehog
Sonic The Hedgehog 2
Super Thunder Blade
Sword Of Vermilion
Vectorman
Vectorman 2
Virtua Fighter 2
Highlight a game at the selection menu, then press R(2) to display a hint menu for that game.