This is a great cheat for this game as it literally unlocks everything. To enable it just name your alien 'ROYGBIV' (without the quotes).

Soviet Union Hat:
Get to level 2-1

Area 51 Hat:
Get to Level 3-1

Diamond Tierra:
Beat Level 2-2 using hard difficulty

Private Eye Hat:
Beat Level 3-2 using Hard difficulty

Jouster Hat:
Beat Level 3-4 using Hard difficulty

Blond Hair:
Defeat the final boss using hard difficulty


Unlock Super Soviet Missile Master Mini-game:
Complete Level 1-5 and after the intermission sequence the Super Soviet Missile
Master Mini-game will be unlocked.

Defeating Princess:
Run up against the well and shoot when you are fighting the giant eye monster princess and she will not be able to get hit.

Defeating the Tank:
Go to any ramp and stay out of the tank's sight. Use the Telekinetic Glove to take the ammunition when it spawns and attack the tank with rockets.

Hats:
Enter one of the following names as a player in the 'Options' menu then select 'Submit'. If the correct code has been entered you will hear the sound of a foghorn to confirm correct entry. The corresponding hat will be unlocked in the 'Hat' menu.

Hat 2 - (Tom Fulp) TomFulp

Hat 4 - (Blonde hair) Cletus

Hat 5 - (Red hair) April

Hat 7 - (Jheri curl) Superfly

Hat 8 - (Pirate bandana) Goodman

Hat 11 - (Top hat) Grrl

Hat 12 - (Diamond tiara) Abe

Hat 13 - (Daisy headdress) Princess or Betty

Hat 14 - (Dick Tracy hat) Dandy