Extra Options:
Press start during a fight and press Triangle and X.
Movie Gallery:
Beat the Team Mode with five characters to open the Movie Gallery.
Play as Bayman:
Beat DOA2's story mode (on easy) with every character to get Bayman in all modes except Story Mode.
Play as Tengu:
Earn 10 stars in Survival mode to play as Tengu, except in Story mode.
Source? Here it is.