Play all movies in order:
In the movie theater hold X+Y+Z and press A. Now all the movies will play in order.
At the Title screen, hold down A and press Start. You will automatically enter Sonic World, where your challenge is to get 100 rings in 1 minute!
Hide Pause Message:
In Sonic World, pause, and press X,Y, and Z. The pause message will disappear. This is good if you want screen shots.
Thanks to Revolution readers Jmann2 and BIG AL!