While you are at the Main Menu, press R1, R2, L2, L1, Square, R2, Triangle, L1.

All Generals

While you are at the Main Menu, press Square, R1, Triangle, L1, Triangle, R2, Square, L2.

Unlock Shu Generals

While you are at the Main Menu, press L1, Square, Triangle, R2, L1, L2, L2, R1

Unlock Wei Generals

While you are at the Main Menu, press Square, Triangle, L1, L2, R1, R2, L1, L2.

Unlock Wu Generals

While you are at the Main Menu, press Triangle, L1, Square, R1, R2, L1, L2, L2.

Unlock FMV Sequences

While you are at the Main Menu, press L1, Triangle, R1, Triangle, L2, Square, R2, Square.

Unlock Bonus Ending

While you are at the Options Screen, select Opening Edit, and highlight "Replay".  Then, hold L1, L2, R1, R2, and press X.