Disc 3, Episode "Where No Fan Has Gone Before": Click on the rack of video tapes, then on the poster (which will have changed to depict the Planet Express ship) to see a short Video of a panel featuring David Goodman and John DiMaggio.
Disc 4, Root Menu: Click on the "fresh" egg salad sandwich in the fridge to see a message in Alienese.
Disc 4, Episode "Spanish Fry": Click on the box of "Auntie Zipnar's Dehydrated Water" to the left of the main selection area, then on the TV screen on the right, which will have changed. You will see 100 never-used opening captions.
Disc 4, Episode "The Devil's Hands are Idle Playthings": Click on the container above the main selection area, then right on the newly appeard robot hands to hear a table reading of the episode.
All easter eggs were generously submitted by psibre