Found these when I was browsing PSX *.xa audio files a long time ago.
Mega Man Legends - Original Japanese credits theme is still there (STR0728)
Mega Man Legends 2 - Lots of Japanese dialog hidden in the audio, a few scenes worth at least
I could have sworn that Iris's theme from MMX4 was present as CD audio or possibly XA on one of the MM games other than X4, but I can't seem to find it right now.
Also, in Final Fantasy VII, there's an odd character at the bottom of the well in Corel Prison. You can't see him because he's behind the treasure chest. I'm trying to find a rip of the background graphics to show it, but I can't seem to find it at the moment.