You can unlock certain stadiums by doing the following things. Note: These stadiums will appear after you complete the game you are playing in season or single mode in the stadiums option.

Island Stadium: Win by three or more runs in Pacific Bell Park (Giants), Kauffman Stadium (Royals), Edison International Field (Angels) or Coors Field (Rockies).

Space Stadium: Hit a ground rule double. Its easier to hit them on parks that have turf like the Skydome (Blue Jays) or Veteran's Stadium (Phillies).