At the Main Menu, hold down C and then enter the following to get the listed unlockable.

Press B, B, 1, 2, 1, 2, B, B - Unlock all of de Blob's moods and make all music tracks available
Press 2, 2, B, B, 1, 1, B, B - Unlock multiplayer modes
Press 1,1,2,2 - Adds an extra life to the amount you character has
Press 1,1,1,1 - Turns on invincibility. Can be used again to turn off invincibility