Unlockable: Power Clothes:
Defeat all bosses with hat on

Unlockable: Unlimited Ammo:
Defeat the game on Hard Mode

Get Rifle:
Finish all 5 challenges.

Get Widescreen Mode:
Input this cheat while playing: Right Analog Stick click + Left Analog Stick click + Down + A + Down + A + B + Left + B + Left + Up + Y.