Disc 2 - Go to Scene Selection for the second Episode "The Web". There's an extra button on the control panel (you get there by highlighting the first scene and then pressing "up").
Disc 3 - Go to Scene Selection for the third Episode "Project Avalon". There's an extra button on the control panel. Also, if you go to Settings on that disc and switch both the commentary and subtitles on, leave the Settings menu on for a minute and you'll get another. Disc 4 - Go to Scene Selection for the third Episode "Deliverance". There's an extra button on the control panel.
Disc 5 - No easter eggs.