Space Harrier: Enable shadows:
First, disable the "Fractal" option at the options menu. Then, press Right, Left, Down, Up at the Space Harrier title screen. A sound will confirm correct code entry.

Outrun: Control music selection screen:
Use the following actions at the Select Music By Steering menus. Hold L1 and press Left, Right, Up, or Down to move the camera's position. Hold L2 and press Left, Right, Up, or Down to pan or rotate the camera's view.

Virtua Racing: Bonus cars:

Classic (Handling): Complete a set after earning at least 251 possession points.
Coupe (Drift): Complete a set after earning at least 181 possession points.
70's F-1 (Acceleration): Complete a set after earning at least 51 possession points.
Prototype (Max Speed): Complete a set after earning at least 121 possession points.