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You can change the language on Legend/Anniversary/Underworld any time you want. Not within the game itself however. I've just been playing TRA in Spanish. What you have to do is change the language in the System Configuration in your PS2.
Put in your gamedisc but leave the PS2 lid or CD tray open. Open System Configuration and scroll to language. Select your language then close the lid or tray. Your game will now playback in the language (spoken & subtitles) you selected. Some languages ie. Portuguese, playback in English only. Maybe the game itself isn't configured for it. Other options besides Spanish are French, German, Dutch and Italian, but I've not tried them yet to see if they will work also.
BTW. I did all this on a EU PAL PS2, so I don't know if you can configure language on a US NTSC machine?
It seemed to work with TRU, but it wouldn't let me start a game. Kept giving me the brightness and contrast screen instead. That may be because I didn't have an official Sony memory card in, or it may be an actual bug.
Jove the Sleep Depraved. Primal Wiki: http://primal.wikia.com