If you want to unlock the alternate costume you have to press the next buttons in a short time (as quick as you can) UP DOWN, UP DOWN, LEFT RIGHT, LEFT RIGHT, B A.
Defeating Pyro
Jump on the wall, then jump to the top. When Pyro shoots the fire circling around him, drop just before it hits the wall then dash to him. When he shoots out the birds, stay near the wall. When they are about to hit you, double jump over and slide below them. Repeat this until they burst.
Regenerate When Claws Are Out
At the main menu hold down the Left Trigger and press - Right, Up, Down, Right, Left, Select, Select.
99 Lives
At the main menu hold down the Left Trigger and press - Right, Right, Right, Right, Right, Right, Right.
All Power Ups
At the main menu hold down the Left Trigger and press - Right, Left, Right, Left, Right, Left, Right.
Invincibility
At the main menu hold down Left Trigger and press - Down, Up, Down, Down, Up, Down, Select.
Unlimited Double Jumps
Go to the Main menu and Hold down the left trigger and press - Select, Left, Up, Down, Down, Up, Down.