Not strictly speaking 'spoiler' information, but useful for novices...

This is the main menu when Policenauts first starts up.
The three options are:
New Game
Continue Game
Firing Range

By pressing the B button at any time during the game, you bring up a generic menu. The bottom choice takes you to the game's options menu. Here, the first option allows you to switch between using Internal and External RAM for saving or loading. The second option is LOAD, followed by SAVE, then what seems to be the game's encyclopedia. The bottom option is QUIT, which is followed by a choice between saving and not saving.

When you put the pointer over a 'useful' (or 'hot') bit of scenery or a character and press the A button, you will initially get a menu with one option, which I refer to as 'EXAMINE' (though it's probably not). Next time, depending on what you clicked on, you'll have additional options, most notably 'TALK TO' for all main characters. In the 'talking' menu, the bottom option of the main menu is 'EXIT', and you're always returned to this main menu when the current line of discussion is finished.

- EXAMINE / LOOK (AT)

In the cases of certain female characters, a third option becomes available after examining them... it's for, er, 'wobbling'.

When in a building, and not in the 'exit' room (usually reception of some kind), the first option in the 'move' menu (move cursor to the edge of the screen, press A, select option 1) will return you to the 'exit' room. From there, the same technique will usually get you outside.

More will be added as soon as I can be bothered to experiment enough.

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Screen/Menu captures provided by Kurt Kalata