Use over one hundred continues, then enter the options screen. The "Credit" option will change to "Free Play". Highlight the "Movie" selection on the options screen. Press Down, Up, Down, Up, then hold L1 + L2 + R1 + R2 and press Start.
Highlight the "Movie" selection on the options screen. Press Down, Up, Down, Up, then hold L1 + L2 + R1 + R2 and press Start.