Chapter 3: Pearls
If you attack a puffer fish, many pearls will come out.

Chapter 9: Avoid being caught
To avoid being caught by police fish, go into houses until the cops pass.

Chapter 9: Staying Hidden
When you must sneak around the fish with lights on their heads or the ones with torches, there are some tables with cloths on them that you can go under without being detected.

Completing Dance Mode
To complete dance mode easier, press A + B + X + Y on each arrow. It will count as the arrow that is pointing to, even doubles.

Invincible Oscar
Hold L and press A, X, A, Left(2), Y, R, Down, Y(2) at the controller selection screen.

Shorties
If you cannot beat the Shorties, try following them.