Walkthroughs and Guides
Outside link to all the information you'll need on this game, and more!
Courtesy of: Gamefaqs.com

INFINITE CONTINUES
first you must gain one hundred continues.
Now go to the Options screen and change "Credit" to "Free Play." 

ENABLE ALL THE GAMES FMVS
On the Option screen, highlight "Movie" and press:
Down, Up, Down ,Up.
Now hold L1 + L2 + R1 + R2 then hit Start.

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