Taken from G. L. Sicherman's walkthrough with a couple of minor changes.

Search the lower left wall of the Moon Stone Cave in Bustoke Quarry to find a chest with the Sugoi Mizugi (Awesome Swimsuit). Give it to Tao and she will wear it.

Search the top left corner of the archers' butte near Pao Bridge to find a chest with the Kitsui Fuku (Daring Dress). Give it to Anri and she will wear it. (Shivers: You have to do this during battle... the chapter ends when you win this battle.)

A chest hidden in an alley outside Balbazak's Fortress contains the Kenji (Public Prosecutor), which has no known use. (Shivers: You talking about "in the game", or...) It's in the bottom left of the screen in the battle between the Elliot and Balbazak battles.

A chest hidden in the port bow of the ship on the second voyage contains the Teppou (Rifle), which has no known use.

Search the upper left wall in the Colossus Room during Battle 28 to find a chest with the Kaku-chan (Papa Doll), which has no known use.

The Forbidden Box exists within the game's data, but has never been found. You must thus use GenEdit or do some hex editing to access it. Various people claim that the Forbidden Box allows you to level-up your entire force in some very bizarre manner when used. (Shivers: I explain what it does here.)