Collect all the probes in the indicated side mission to unlock the corresponding movie in the "Furonigami" option under the Archives menu:

Art Of The Furon: Santa Modesta
Blue Book: Saucer Blueprints: Rockwell
Evolution Of An Alien: Turnipseed Farm
Face of the Enemy: Area-42
Pathetic Humans!: Union Town
The Concept Barnyard: Capitol City