Tim Burton's The Nightmare Before Xmas: Oogie's Revenge Cheats

Unlock Dancing Jack
Beat the game once

Unlock Phantom Jack
Get an "S" rank on all levels and do both secret chapters

Unlock PJs Jack
Beat the game once

Unlock Pumpkin King
Beat the spider boss

Unlock Santa Jack
Beat the Docter

Unlock Thespian Jack
Get an "A" rank on all levels

Alternate costumes
To change costumes, enter Jack's closet in his house.

Continue screen bonuses
After losing your lives and the continue screen appears, try to stop the timer at the following times to get the corresponding bonus:

7.77: 500 souls
6.66: Single blinking pumpkin, no souls lost, but no full health
0.01: 500 souls, Crystal Bottles, Blue Souls, and Red Souls refilled (if you have a Gold Pumpkin)