To access a secret game, go inside the FMV Test option, and on any FMV press Square + Circle the same time. The ship you receive depends on the FMV you choose.
See All FMVs Sequences
To see every FMV without beating the game, with each of the characters, go into the Options and scroll down to FMV Test Option highlight the FMV Test. Now press Left, Right, Square, Circle. Now you can see any FMV and Ending you want.