Most of the eggs are available via a hidden menu on Disc Two. In order to get to it, during "Head Like A Hole" at around the 11:20 mark, hit 7 on your remote. You will then be dropped into the secret menu called "Beneath The Surface" where the following eggs appear:
-"Reptile" live performance
-Video for "The Day The World Went Away"
-"The Fragile" commercial
-"Things Falling Apart" commercial
-NIN and Marilyn Manson doing part of "Starfuckers" and "Beautiful People".
Some other easter eggs are as follows...
-On Disc One, while "Gave Up" is playing near the 26:58 mark, press enter on your remote. You then get a wide shot of the stage for the song.
-During the beginning of the performance of "Gave Up", hit ENTER a bunch of times. Keep hitting ENTER and you should eventually be taken to a camera's angle of the song from the crowd's point of view.