Play as Axel  -  In the Playground Peril level in tournament mode, shoot a missile at the middle swing on the swing set that is in the  background next to the merry-go-round. A small statue of Axel will be thrown into the playing area. Pick that up to unlock Axel.

Play as Darkside  -  In the Kitchen level, go to the sink and drive down the plumber's butt. Go onto his leg and napalm his butt. He will blow a hole in the wall. Enter the hole to unlock Darkside.

Play as Mime  -  In the Holiday Havoc level in endurance mode, shoot missiles at the Christmas tree until it is destroyed. Get on top of the fireplace then jump off backwards and shoot a missile at the stockings. Destroy all four to reveal the icon that unlocks Mime.

Play as Trapper  -  Successfully complete the game with Mime to unlock Trapper as a playable character.

Shock Therapy level  -  Kill 10 guys in endurance mode to unlock the Shock Therapy level.

Buster's Lanes level  -  Kill 20 guys in endurance mode to unlock the Buster's Lanes level.

Holiday Havoc level  -  Kill 30 guys in endurance mode to unlock the Holiday Havoc level.

Special attacks 

Freeze: Press Up, Down, Up. 
Shield: Press Right(2), Down(2). 
Rear Fire: Press Left, Right, Down, L2. 
Drop Mine: Press Right, Left, Down. 
Jump: Press L1 + R1. 

Game Shark Codes 

Infinite Lives 80160F8C 0003 
Infinite Health 801504A0 04FB 
Infinite Turbo 801504AC 03E8 
Infinite Battery Attack Power 80151E88 2A30 
Infinite Environment Weapon 80151EBC 0003 
Infinite Homing Missile 80151EA4 0003 
Infinite Napalm 80151EAC 0003 
Infinite Power Missile 80151EB8 0003 
Infinite Remote Drop Mine 80151EB4 0003 
Infinite Ricochet Bomb 80151EB0 0003 
Infinite Roman Candle 80151EA8 0003 
Infinite Special Attack 80151E9C 0003 
Infinite Fire Missile 80151EA0 0003