If you start the file with ZENBU, you will unlock everything in the game.
Unlock the characters by completing goals on the given level:
Atomic Andre: Bigfoot Mountain
Lt. Island Jack: Danger Island
Human Baron: Grave Danger
Robo-Sammy: Monster Isle
Marcel Clowns: Bombsburg
Chiquita Bandita: Coyote Canyon
Chicken Sheik: The Cave of Blunders
Sanitation Paulie: Thugsville