World Circuit Racer:
Get gold medals in every racing event.

Need for Speed Underground vehicles:
Get gold medals in every crash event. Then, at the vehicle select screen, hold L2 and R2.

Next song:
While playing, hold L2.

Need for Speed Underground's traffic:
Get a Gold rank on every Crash mode level, then, at the vehicle selection screne, hold L2 and R2 while choosing your car.

Thanks to Revolution readers Satano, Svidrigaylov, and Don Keyluv!