Enter the following codes on the Title Screen for the desired costume. You should see a message saying "Press the A Button to Begin" after entry.

Blue Costume
Hold B and press 1, 2, 1, 2, 1, 1, 1, Up.

Christmas Costume
Hold B and press 1, 2, 1, 2, 1, 1, 1, 2, 2, Left.

Curly
Press 1, 2, 1, 2, Down.

Halloween Costume
Hold B and press 1, 2, 1, 2, 1, 1, 1, 2, 2, +, +, -, -, Right.

Red Costume
Hold B and press 1, 2, 1, 2, 2.

Yellow Costume
Hold B and press 1, 2, 1, 2, 1, Down.