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Here are some I have seen or heard (and some I fell for):
Kingdom Hearts

King Mickey Summon
Supposedly if you complete everything in Kingdom Hearts II (ie Jimmy Journal 100%) and go back to Timeless River there will be a new door. If you go through it and battle a bunch of heartless Mickey will join you and give you a King Mickey Summon.

Unlockable Skateboard
Complete 9,999 points on the skateboard challenge in Hallow Bastion and unlock the skateboard for your personal use.

Milkshake
In Kingdom Hearts 1 after completing all trinities, synthesis items and keyholes back to Olympics Coliseum. Complete all the tournaments using the original weapons (Kingdom Key, Mage Staff & Knight's Shield). This includes Hades Cup, Gold and Platinum matches. After you have done this you will unlock a special cut scene showing a small white cat named Milkshake who becomes one of Sora's companions. Those who haven't unlocked this cutscene will be confused in Kingdom Hearts II.

"That way the five of us, I mean, six of us..." Sora, Kingdom Hearts II

I know for Fatal Frame 2 they say you can unlock outfit letters A-M sort of thing. I don't know though... I think that it's for the XBOX version of the game or a special version of the game that I don't have. xD I've seen the outfits but I'm not that good at unlocking them. xD