Parasite Eve Cheats

Final Fantasy Reference
There are two chocobo cameos in this game.

On the overhead city map, select the Museum, but don't enter it. Wait until the camera starts rotating around the building and when it swings in for a close-up, you'll see a Chocobo Banner hanging there.

The second cameo is in the museum itself. Look for a bird exhibit and the yellowish one is another chocobo.