Bonus costumes - Collect all Weapon X files with a character to unlock their street costume. Collect all Sentinal Techs with a character to unlock their comic costume.
Danger Room missions - Successfully complete an Act with a character to unlock one of their Danger Room mission. Successfully complete all three Acts with a character to unlock all three of their bonus Danger Room missions.
Iceman Danger Room missions - At the Cerebro Files menu, press Right(2), Left(2), Down, Up, Down, Up, Start to unlock the bonus Iceman Danger Room missions.
Nightcrawler Danger Room missions - At the Cerebro Files menu, press Up(2), Down(2), Left, Right, Left, Right, Start to unlock the bonus Nightcrawler Danger Room missions.
Wolverine Danger Room missions - At the Cerebro Files menu, press Down(2), Up(2), Right, Left, Right, Left, Start to unlock the bonus Wolverine Danger Room missions.