Iceman Danger Room missions:
Enter it at the Cerebro Files menu, and press the following buttons
on your controller: Right, Right, Left, Left, Down, Up, Down, Up, Start
 
Nightcrawler Danger Room missions:
Enter it at the Cerebro Files menu, and press the following buttons on
your controller: Up, Up, Down, Down, Left, Right, Left, Right, Start
 
Wolverine Danger Room missions:
Enter it at the Cerebro Files menu, and press the following buttons on
your controller: Down, Down, Up, Up, Right, Left, Right, Left, Start 
 
Unlock costumes:
Get all Weapon X files with a playing character
Get all Sentinal Techs with a playing character
 
Another six Danger Rooms:
Accumulate all Sentinel files and Weapon X files with each character