See The Metroid Prime: Federation Force Post-Credits Scene

After beating Metroid Prime: Federation Force, be sure to stay in your seat after the credits roll. The story concludes (or, perhaps continues) with a post-credits scene that suggests the war against the Metroid is far from over.

Note that the following video (via GameXplain) includes the final boss fight and some spoilers. Credits begin rolling at about the 19:30 mark and the final scene begins at about 23:10.

Although the video only shows an unidentified person sneaking around to hatch a Metroid egg, some are speculating that the scene hints at the possibility of Metroid Prime 4.