Cave Story fans, this could be as close to a DVD "making of" special you'll probably get. Pixel, Cave Story's creator, has released a whole ton of early screens and concept art for the game. Background art, character design, enemy ideas, early level design, the works. Some are interesting, others informative, some even adorable. Check out some if below, the rest is at the link underneath. Good stuff all round.
Cave Story in the Making [TIGSource]