Beat the game on the easy difficulty setting.
Heads are Gonna Roll:
On the first level with the museum, shoot all four heads off of the exhibition skeletons & you'll see them bouncing around on the floor behind you!!
Unlock 'Another World':
Beat training mode to unlock 'Another World' mode where you get to see more of the levels, as well as more baddies & more shootable hostages!!
Also, when you complete training go to mission mode again to see Howard Gibson & Jean Clifford running around with two Dreamcast lightguns instead of their pistols.
Another World Good Ending:
Get the good ending on 'Another World' mode & you'll get to see even more classic out-takes. On top of this, you'll unlock the highly frustrating level 3 & Simulation 2 modes in Agent Academy. Also after completing 'Another World' mode, goto Mission select & highlight a level. Now press down & you'll receive 'Another World Mission Select'.
Thanks to Revolution readers Grimlok and James Holloway aka Riddler !