At the end of the game once you beat the final boss (I wont ruin it for anyone yet) Lord Vorselon will give you a threat to come face him for one final battle but you must have all Forty Zoni collected. After defeating him and escaping the exploding ship a world is discovered and you are given a mission to go there.
This World is actually the "Bonus" World (Or as it is called Insomniac Museum) filled with cool fun facts and things left out of the game. Try to explore it and see for yourself.
Added by: Demonicer Nov 2nd 2009, ID#2135