Lots of Lives- At the title screen press Down, Down, Up, Left, Right. Note: does not work in time attack.
Mini-Game (Sheepy Shop)- At the title screen press Up, Up, Down, Left, Right.
Extra Lives- Play the "Total Recoil" level in the "Cape Codswallop" world. Collect the extra life in the bonus stage, intentionally lose the present life, and repeat.
Unlimited Bear Coins- First you must be at the lost world. Go to the stage called rainforest rumble. Go all the way to the bear coin that's next to the check point. Do this as many times as you want.