Press the following at the title screen: LEFT, RIGHT, SQUARE, CIRCLE, X, TRIANGLE, R1, R2, DOWN, UP, L1, L2. If done correctly, a message will appear telling you everything's unlocked. Note: you can't acquire trophies or upload your highscore.
The music changes in each level according to the mood of that level's Nightopians (which you can check with the "Nightopian Collection" option from main menu). In order to show the music version played in the current level, press L1 + R1 + triangle simultaneously while in "pause".
Complete Christmas NiGHTS with Claris and Elliot to unlock the "Nightopian Collection" at the main menu. This option displays the Nightopians, Mepians, Nightopian, and Mepian eggs in each level; and the mood of the Nightopians and Mepians in that level.