Play as the Ninja
During the intro movie, it'll show the title screen a few times and the Ninja with his mask closed. Wait for it to cycle about three times. The fourth time, the Ninja's mask will be open, press start at that instant. The title screen will have his mask open. You can then select the Ninja option from the Special category.

Alternate selection screen:
Press Start at the Konami logo before the introduction to the game in order to get a different picture at the selection screen. Instead of a pictures of the Ninja, it will feature the Ninja with his mask broken open.

Mei Ling photo session:
Complete sneaking mode with the best time in all thirty time attack levels. An option that allows a photo session with Mei Ling will be unlocked on the "Extras" menu.

Metal Gear Rex preview:
Get to the final mission with at least a 96.6% rating. Complete the final mission to view a screen that features the next Metal Gear model from Metal Gear Solid 2: Sons Of Liberty on the PlayStation2.

Ninja mode:
Get your accomplishment rate up to at least 85%.