This can be done in both Special (with or without upgrades) and Arcade modes. Set your Game Version to Old in the Settings menu, then start a game (this will not work in New Version). In any stage, as you pass the sign indicating an upcoming road fork, press and hold the X button as you drive through your chosen route. After holding it a few seconds, the line "PROGRAM YU SUZUKI 1986 SEP" will appear in the middle of the screen momentarily. Yu Suzuki is the creator of Out Run and September, 1986 was the worldwide release of the first Out Run arcade machines.