Start level on the Red Hare
The Red Hare is Lu Bu's horse. It is the best horse in the game. In the level Hu Lao Gate, kill Lu Bu (Ignore Yuan Shao telling you not to fight him). After you kill Lu Bu, a message will tell you that a supply depot has appeared. Go north to where it is and kill the supply captain. He will give you a special item when he dies. If you equip this item, you will start the level on the Red Hare.

Good way to get 3rd weapon
Each character's 3rd weapon is really good. If you are playing Musou mode and need to get your character's weapon stronger do this. Wait until you have gotten to about the 4th level in Musou mode, then go to free mode and do the Nanman Campaign. Defeat as many officers as you can and at the end you will probably get your 3rd weapon.

Unlock Lu Bu
Lu Bu is one of the best fighters in the game. To unlock him, you must go to Hu Lao Gate (sorry if I didn't spell it right). In that level, you must get 1,000 KOs and kill Lu Bu. To get this done, make sure that you don't kill any gate captains or enemy generals. That will make it much easier.

Unlock Pang Tong
To unlock Pang Tong you must beat Cheng Du on any mode. But, you must keep Pang Tong alive the whole time. The easiest way to do this is to be Liu Bei. That way, you only have to protect Pang Tong and not have to worry about Liu Bei dying and therefore ending the level.

Where to Find and Ride Elephants
The fastest way to get to, mount, and ride an elephant in Dynasty Warriors 3 is to begin by selecting Sun Shang Xiang. In the Nanman Campaign, the fifth level in her game, use bow and arrows to kill off the enemy riding the elephant, then walk up to its side, like you would a horse, and press X. You should then be able to ride it.

BGM Test option ( Japanese version )
At the title screen, press Square, Triangle, Triangle, Square, L1, R1, R2, L2

Free mode all levels ( Japanese version )
At the title screen, press R1, R2, L2, L1, Square, R2, Triangle, L1

Opening Edit option ( Japanese version )
At the title screen, press R1, Square, L1, Square, R2, Triangle, L2, Triangle

All Wu generals ( Japanese version )
At the title screen, press Triangle, L1, Square, R1, R2, L1, L2, L2

All movies ( Japanese version )
At the title screen, press L1, Triangle, R1, Triangle, L2, Square, R2, Square

All Wei generals ( Japanese version )
At the title screen, press Square, Triangle, L1, L2, R1, R2, L1, L2