I believe the gallery only open up if you find a collectable for the gallery. During the game there are between 0 to 2 magazine randomly located in the rooms. If you collect these and finish the night you should get the gallery
Then what are the DVDs for? I've been collecting every one of those that I find, but if they're not for the gallery then what are they for?
I'll look out for anything that looks like a magazine the next time I play, but I don't think I've seen anything other than what I've been collecting.
Since I saw no DVD I think what I saw a magazines are DVD. In that case I am wrong about how to get the gallery, and I have no idea how I got it.
