Flags to unlock...
	Sound Test...
	Unlockables...

To get the flags you first need to beat the game than do the following.

Flag	How to unlock
Alvida pirate flag	Beat Alvida in 1-1 then find her in 6-1.
Arlong's pirate flag	beat Arlong a second time around.
Black cat pirate flag	Beat kuro the second time around.
Buggy's pirate flag	Beat buggy the second time around.
Cook pirate flag	get sanji and talk to Chef Zeff in 4-1.
Kreig's armada	Beat Don Kreig the second time around.
Navy flag	beat axe hand morgan or chaser the second time around.
Red hair pirates flag	Beat boss battle mode in all difficulties.
Straw hat pirates flag	get all the flags but the red hair pirates flag.
Veggie pirate flag	it's behind the veggie pirates in 3-1,you have to have Ussop to get past them.

To unlock the sound test in the options menu collect all the mini chests and then talk to gaimon in syrup village 2. (You must have completed the game and have the treasure key before you can pick them up)

Perform the task in order to unlock the thing specified before.

Unlockable	How to unlock
Axe-hand Morgan Statue	Complete level 1-3.
Billow-a-bike	Complete level 6-3.
Cat's Claw	Complete level 3-3.
Chakram	Complete level 3-2.
Chouchou's dogfood	Complete level 2-2.
Elephant Tuna	On level 6-1, have Sanji talk to a woman.
Free Food	Complete level 4-2.
Gas Mask	Complete level 4-3.
Hatchan's Octopus Trap	Complete level 5-2.
Lollipop	Complete level 4-3.
Mackerel Head One	Complete level 4-1.
Map of the grand line	Complete level 2-3.
Master of the Near Sea	Complete level 5-2.
Shigure	Complete level 6-2.
Special Buggy Ball	Complete level 2-3.
Tooth Gum	Complete level 5-3.
Usopp's Sling shot	Complete level 3-3.
Wado	Complete level 1-2.
Zolo's Stomach Band	Complete level 1-3.