Unlock Island Jack
In Adventure mode, go to Danger Island. Go below the trees when you get at the jungle. Shoot the giant snake wrapped around a tree branch near the end on the left side of the jungle. You will get the Island Jack.
Unlock Pilot X
On the last level in Adventure mode, X, beat Pilot X by destroying his robot. Pilot X will become a playable character in all modes except Adventure Mode.
Unlock prof. gutenburg
Go to adventure mode and go to torpedo run there will be three subs on yor radar one of them is a yellow sub with prof. Gutenburg on the front shoot two torpedoes at it and you will unlock prof. gutenburg.
Unlock shiek abdul
In the town area in the cave of blunders level, look down in a little arena like place and you'll see a guard trying to attack a townsperson. Shoot the guard and you'll unlock shiek abdul.
Unlock the marcels moreso bros
In the bombsburg level, before you reach the area where the machines are, look in the last few buildings on the left and you will find the marcels moreso brothers. Run into them to unlock them.
Unlock cactus rose
In the coyote canyon level, look in the old western town at the beginning of the race. there is a carrige on the right side of the town ( the carrige where you complete the damsel in distress subgoal). shoot the carrige and you'll unlock cactus rose.