Play as Damien:
To play as Damien simply complete story mode.

Play as Mr. Dog:
To play as complete the Shoot Cross skill test.

Get Mr. Penguin:
To access Mr. Penguin you must defeat him during training.

Harder Difficulty Mode (Expert):
Finish story mode to unlock an Expert Mode.

Special Snowboards:
Complete one of the following tracks on expert mode to unlock the special snowboard:
Snowboard - Feature - Track 

     Poverty - Subtracts money - Sunny 
     Feather - More air - Turtle Island 
     Ice - Slippery - Snowman Boss 
     Star - No special features - Wendy's House 
     Rich - Adds money - Linda's Castle 
     Dragon - Rockets and wings - Dinosaur Boss 
     Ninja - Invisibility - Starlight Highway 
     Charm - Ghosting protection - Haunted House 
     High-Tech - Speed fan - Mecha-Damien