Here is a list of all VVVVVV easter eggs.
Elephant in the RoomEditBeside the Space Station, there is a shaft in which after going to the top (bottom, if in flip mode) will reveal a giant sad elephant and a trinket.
If you stay in this room long enough, Captain Viridian will become sad. This effect goes away after a while after exiting the room.
Pre-endgame Secret Lab Edit
If you go to the area where you find Verdigris below the warp zone's warp token, you will find a passage into the Secret Lab. To unlock this area, collect all Trinkets.
Naughty Corner Edit
One of the terminals in the Secret Lab explains that the Super Gravitron is not for educational purposes. The up-left corner is called the Naughty Corner.
When you walk into the Naughty Corner, Viridian will become sad. This effect persists until you exit the Naughty Corner.