Full pause screen:
Press Start to pause game play, then press X + Y. 

Alternate game:
Successfully complete the game, then load the saved game file and select any level.
Game play will begin with new routes at a harder difficulty setting. 

Fiery Ulala:
Achieve a rank of 95% or higher to play as Ulala surrounded by purple fire. 

Michael Jackson cameo:
Michael Jackson can be found in the last level of the game.