I never miss anything since I watch LDs straight through, even the turtle sides!
I always thought Kevin Smith lost a great opportunity with the "turtle" side four of Chasing Amy. The "turtle" screen actually runs for a few seconds, so why not put in someone saying, "Hey, there's nothing on this side, can't you read?"
I recall somebody at Criterion saying in an interview that the original Citizen Kane LD had an easter egg at the end of the last side where the entire movie was replayed at something like 100x speed.
The Robocop CAV laserdisc had this as a feature (a faster version of Robocop, not Citizen Kane, naturally). It was a version designed to be viewed by a cyborg, or something to that effect.
btw, The Third Man has a brief hidden gallery within a still gallery, but I'd have to double-check my disc to be sure of the location.