Enter the following codes at Cerebro Files Menu:
Bonus Danger Room – Wolverine: Enter Down, Down, Up, Up, Right, Left, Right, Left, Start
Bonus Danger Room – Nightcrawler: Enter Up, Up, Down, Down, Left, Right, Left, Right, Start
Bonus Danger Room – Iceman: Enter Right, Right, Left, Left, Down, Up, Down, Up, Start