Another World :
At the Press Start screen, press R1, Up, L2, Down.
More credits:
At the option screen, press Left, Right, R1, R2, L2, L1, Up, Down. Quickly press X or Circle to add up credits.
Character select:
Start a puzzle game. Then at the map screen, press Left, Left, Up, Down, L1 + L2 + R1 + R2.
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