Pass all the songs without gold or platium on every venue to unlock Cheat 2 Collection. Enter the Cheat 2 Collection on the cheats menu by going to extras and entering the cheats section of the game. Select cheat 2 collection and enter one of the codes displayed on the screen. If done correctly you will hear a sound.

Big head character - Circle, Square, Circle, Square, Up, Right, Down, Left
Mercury Character - Down, Down, Right, Left, Right, Left, Square, Circle
Wraith Character - L2, L2, Right, Right, Circle, Square, R1, R1
Fish Microphone - Square, Down, Up, Left, Square, Square, L2, L1