These will unlock in the secrets menu, you must go to a specific location and hit a certain spot for it to activate, the teddy bear will flash on screen. Please note that these are different to the console versions cheats.

Unlockable	How to unlock
Area 51 & Book of Shadows	Deadside: Marrow Gates - At the beginning of the level, go to the left and climb up the blood waterfall. Open up the Shadow level 10 Coffin Gate.
Big Head Mode	Cathedral of Pain - Drop down the shaft into the lava. Find the spinning blades and then find a pole with a hole, drop down the left side.
Giant Stetson Mode (Mexican Hat)	Undercity - Kill the two snipers, jump to the ledge on the right, climb onto the next ledge, and jump into the U shaped pipe.
Pea Soup	London Underground - Go to the middle stall in the women's bathroom.
Play as deadwing	Temple Of Blood - Enter the small room reached from the platform that is knocked down by the large hammer.
Play as Duppie	Wasteland: Temple of Life - Go down the 4th Loa Offering Hallway.
Play as Nettie	Temple Of Prophecy - Enter the "Flambeau maze". Find your way to the center of the room on the ground level very easy to find.
Trippy Mode	Asylum: Gateway - Drop to the left of the bridge follow it until finding a room with a Govi and some boxes. Climb up to the rafters.