Hold L1 and press Left, Right, Left, Down, Up, Down, R1, Circle, R2, Square at the main menu. The "Movies" selection will be unlocked at the options screen.
Note: This also unlocks the "Extras" option.
Arrows
Choose multi-player and the space level. Get to the top and go into 3rd person view. Look at the switch turn and you should see a black platform. Shoot it, get on it and you'll get a batch of piercing arrows.
Freeing the wizard
In order to get the key to unlock the cage, need to jump on moving platforms. Avoid the black ones. Wait until they turn white. Make sure that you kill the people in the towers, as they will shoot arrows at you. You also need to check on the
wizard because he will be taunted by black knights. After you get to certain points on the platforms, they will begin to change course. After you get the arrow, shoot the doors and you and the wizard will be free.
Full health
Press Start to pause game play, then hold L2 and press Circle(3), Square(2), R2, R1, Up, Circle, Square. A sound will confirm correct entry.
Giant Gingerbread Man
In the Candy Shop you have to defeat a giant gingerbread man at the end. Shoot him with your trident arrow and a few basic arrows. When about 1/3 of your health is left, go back to the gingerbread neighbor hood and collect health hearts. Then go back and shoot the giant gingerbread man with basic arrows.
Level Skip
Pause gameplay, hold L2 and press Circle, Left, Circle, Right, Circle, Square, Left, Left, Right, R2.