From the main menu, select 2-player mode. Enter the initials as hg? Quit back to the Main Menu. Start a 1-player game. In the world hub, hold LEFT and RIGHT (shoulder buttons), then press SELECT. This will unlock and allow access to all in-game levels. Holding LEFT+RIGHT (shoulder buttons) and pressing SELECT will re-lock all levels regardless of the 2-player initials.
Unlockable: Bonus Stages
Place first on the high score boards for each stage. Each one has its own bonus stage.
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