Meet the conditions to unlock the characters.

Character	How to unlock
Cyan	In a coffin in one of the four main areas.
Lime	In a coffin in one of the four main areas.
Meat Boy	Inside a dark green pod near the end of the Worm.
Purple	Found in a coffin in one of the four main areas.
The Cyclops	Bought from the Black Market for $10,000, can be stolen, or found in a coffin after seen at the Black Market.
The Eskimo	In a coffin in a Yeti Kingdom level.
The Golden Monk	In a coffin the City of Gold.
The Jungle Warrior	Defeat Olmec and get to the exit.
The Ninja	In a coffin in Olmec's Chamber.
The Robot	In a capsule in the Mothership.
The Round Boy	In a coffin in a Tiki Village level.
The Round Girl	In a coffin in a Spider's Lair level.
The Viking	In a coffin in Flooded Cavern or Restless Undead levels.
Van Helsing	In a coffin on the top of the Haunted Castle level.
Yang	Defeat King Yama and get to the exit.
Yellow	In a coffin in one of the four main areas.