Start a new game and die or get arrested until you have no lives left. At the stats screen press A to restart and the next episode in the level will be unlocked. Keep repeating this until all episodes are unlocked. Also when you start a new episode pause gameplay and press B to quit and save to the episode in memory.
Reh3 any character to any of the following "Names":
|Reh3 KELLY to SUMNER||Hidden Characters|