There are Hidden Characters located in several of the Ghost Zone stages. You'll need Grannie to be able to get to them. Once you rescue them just clear the stage and then you'll be able to choose them from the character select at the Title Screen (they all play the same as Grannie).

Character	How to unlock
Hidden Character 1	Ghost Zone 1-1. Boost straight up from the start to find him.
Hidden Character 2	Ghost Zone 2-1. Boost above the first Checkpoint to find him.
Hidden Character 3	Ghost Zone 3-1. Boost upwards as soon as you are out of the narrow path.
Hidden Character 4	Ghost Zone 4-4. Boost upwards at the start to find him.