Pea Soup mode
Go to the Temple Of Fire. Locate the pool of blood and find the door that leads to a room with a ramp going up the left that leads another ramp. Move up the ramp and look to the left to see a hallway. Jump on the railing and jump towards the hallway. You should grab the ledge in front of it. Pull yourself up. The secret unlocked message should appear.
Play as a dog
Go to the Asylum: Gateway and go to the path before the door on the left under the bridge. Follow it until find a room with a Govi and some boxes. Climb the boxes and jump on the rafters. Jump to the second rafter, then jump to the third rafter. The secret unlocked message will appear.
Play as Nettie
Go to the Mordant St. NY. Follow the paths until reaching a room with a lever. Pull the lever and the lights will turn on. Enter the elevator and go up. Go find the door, then look for a brown patch on the floor. Jump as far as possible, then jump again. If you are quick enough you will get over and the secret unlocked message will appear. If you fall through, use the bear to warp there and try again.
Play as Deadwing
Go to the maximum security cell in the Gardelle county jail. The cell is the one farthest to the right, on the right.
Go to London Underground via Jack The Ripper. Go to the middle stall in the women's bathroom and the secret unlocked message will appear.
Go to the Wasteland and enter the Temple Of Life. Go to location with the Baton and go to the altars. Keep pressing B at different altars until the secret unlocked message appears.
Go to the Temple Of Life after you get to the Baton. Warp out of the temple, then warp back in. Go to the first altar on the right and press B when you have less than 100 Cadeux. Then, go to the next one on the left and the secret unlocked message should appear.
Flame on mode
Go to the Lizard Kink A.K.A. Doctor Death, in a long hall with a locked gate. The secret unlocked message will appear when in there.
Go to Dr. Death's Schism Gate and go to where you fight the helicopter and destroy it. Then, go to the tunnel to the right of the entrance. The secret unlocked message will appear.