At the Press Start screen, press Up+Triangle, Right+O, Down+X, Left+Square in that order four times, then press L1+R1, L2+R2, L1+R1, L2+R2. Above the Press Start text will be the word "Movie". Press up or down to select one of 64 different cinema scenes throughout the game.

After you view the first movie, the "Press Start" screen will be pitch black. From there press up or down to change the movie, then press X to view a different movie, but keep in mind that you will not be able to see what number movie you are going to because the screen will be black.