Go to Hideout Helm, and find the pipe you have to go through as Tiny. It's pretty early on in the course, so don't worry about having to go through the level's pain and torture. Switch to Diddy and go to the pipe. Stand in front of the pipe and press forward to make Diddy walk against the pipe. While he's walking, press A to jump, while you continue to press forward. It may take a few tries, but eventually Diddy will go through the pipe. In the cinema, Diddy won't appear to be there, except for maybe a few flashes. If you move around during the cinema, you may end up stuck in the area where you started, with Diddy endlessly running against a wall (you can't push any buttons, including start, but the time will still count down). Supposedly you can do this glitch with Lanky too.
Submitted by: jigglypuffer