Level Select:
Go to the "Extras" Menu, and select Cheats. Then enter BACKSTAGEPASS.

Nigel:
In the cheats menu enter THREEISACROWD

Unlockables: (go to the extras menu, select cheats, and then enter the following codes)

Infinite Boost
ZOOMJUICE

Starts profile with extra money
LOOTSNOOT

Level Select
BACKSTAGEPASS

All Clothing
FLYTHREADS

All Movies
THEBIGPICTURE

Monster tricks
JACKALOPESTYLE

Snowball Fight
LETSPARTY (Press R to create snowball)