On the 1st disc of ATHF volume 2, there is an "episode" menu. In this menu are 4 hidden movies. the locations are: on the screen for episodes 1-4, one of the x-mas lights, one of the buttons on the stove, and a little piece of a nacho chip next to the mountain of bags. In the 2nd part of the episode menu, there is a tiny piece of plaster under the cast, hi light it.

Those are all the ones I know, email me if you find any more.