Play the episode "Fear Of Flying" with the commentary on. After the show ends, there's a brief, heartfelt remembrance by Executive Producer David Merkin of guest star Anne Bancroft - who had passed away during the production of the DVD set. Interestingly, the bit only plays after the version of the episode with the commentary.
A drawing of the Simpsons' house made out of squirrels (a cut scene from "Treehouse of Horror V") can be accessed by highlighting the 'Play All Deleted Scenes With Commentary' option from the "Extras" menu of Disc 4, pressing Right, and selecting the pencil icon.
On all episode menus, you can highlight the episode number after you watched at least one second of the episode. Usually it will just continue, but on "Treehouse of Horror V," you will see an eye peek through the logo that says "Season Six Disc One." Also, on "Who Shot Mr. Burns (part one)" some gun shots will appear through the menu.
All easter eggs were generously submitted by SirDonk