In the game there already is 2 game modes, 2 more are there for you to unlock.
Unlockable -->How to Unlock
Sweatin' Mode --> Clear Crusin'
Hard ROCK! Mode -->Clear Sweatin'

Bonus Episodes
Unlocking bonus episodes only depends on your rank. There is a total of 3 unlockable bonus episodes. Once you unlock them on one difficult setting, the are open to all others.
Unlockable -->How to Unlock
Bonus Episode 1 - Cher - Believe -->Advance to 4th Rank - Captain of Soul
Bonus Episode 2 - Jackson 5 - ABC -->Advance to 6th Rank - King of the Beat
Bonus Episode 3 - Destiny's Child - Survivor--> Advance to 9th Rank - Legendary Agent

Commander Kahn
Unlockable -->How to Unlock
Commander Kahn -->Finish every song in the game in every mode (Breesin, Crusin, Sweatin, Hard Rock!)

Mr. X (Multiplayer Only)
After reaching Hard ROCK! mode, "Mr. X" will become a playable character in both single-card and multi-card Vs. mode. He appears in Commander Kahn's space, and is basically Kahn himself with a giant cat head. Mr. X disappears once Kahn is unlocked and is replaced with him.
Unlockable--> How to Unlock
Mr. X -->Unlock Hard ROCK! mode, but don't unlock Commander Kahn.