Secret Track - El Cajon
     At  the Level Select menu, press L + R + Up on the D-Pad. If done
correctly,  you  will  hear a drill sound. Then, highlight El Paso and
hold Z, then press A.

Secret Track - Flagstaff
     At  the  Level Select menu, hold L, then press Left on the D-Pad.
If done correctly, you will hear a drill sound. Then, highlight Mojave
and hold Z + A.

Secret Track - Guadalupe
     At  the  Level  Select menu, press R + Down on the D-Pad. If done
correctly,  you will hear a drill sound. Then highlight Vegas and hold
Z + A.