In the third episode, when Sly is flying the biplane, press START to pause the game, and then press R1, R1, RIGHT, DOWN, DOWN, RIGHT. After resuming the game, Sly's plane should look different.

You must complete the intro level.

You must finish 20 City Events and finish Class Trip in Chapter 8.

You must finish 10 City Events and finish Inexpugnable in Chapter 6.

Complete 100% of the game.

Clear 80% of the game and all fifteen city events to unlock a behind the scenes movie.

Sly's a thief (duh), so be sure to pick-pocket all enemies before defeating them. Items grabbed can be sold on Thief-net for more moves and abilities.

If you go back to Venice on Sly 3, you may notice the coffee house near the police station is inacsessable. This is not true, if you know where to look.

Walk up to the front entrance of the police station(the vent on top has been boarded up), and you'll see an interaction symbol.

Hit the circle button to open the door. Instead of opening the door, the camera will zoom across the plaza and open the coffeehouse door. When the room loads, you will be in the coffeehouse! Not useless, and fun.