Play "Head Like a Hole". When it comes to 11 and 1/2 minutes into it (the disc total time, not the song time), you can access a secret menu of all the hidden features. Press [07] during play mode and it will take you there.

At the beginning of the song, hit [Enter] several times and it will jump to a single angle performance from a straight on vantage point in the crowd.

During "Starfuckers", after he finishes saying "don't you" and they rock out again, press [Enter] several times and you'll get Marilyn Manson finishing out the song and them doing "Beautiful People", from the Madison Square Garden show.