On the Main Menu screen where you select all of your options, tap on the R2 button to the syllables of the first lines of "Happy Birthday to you" and "Doe, a deer, a female deer". If you entered the beats correctly you'll hear an engine roar, and you'll have access to all six tracks in Scotland and Egypt. It may take a few tries to work.
On Moscow 2 use the ramp to jump over the barriers. When you're clear, head for the left side of the large building on the right. By the side of it is a bonfire. Drive into it for an extra Moscow level where the road is covered in ice, it's snowing, and the bridges are down.
To find the other hidden level in Moscow two, do this. When you get to the ramp drive over it while pressing right, and fly over the barrier. This may take time. When you get over the fence, look for an alleyway between two buildings. The alleyway should have an orange light at the end. If you find the light, drive toward it. Be careful, though, as you only have a 5 second limit while you are over the fence.
Egypt, level 1
Drive until you come to a loooong left turn around a valley (with a sea in it.) Pass the wooden bridge, and watch for a temple on your rigth hand side. You have to enter from the side you are comming from. The level warper is on the other side of the temple.
Eastern Island, level 2
>From the start, turn you car around and drive to you can see a cruiseboat. On your left hand side, you will find a red and white barrier, and behind that, you'll find a small road. In the end of that road, you'll find a level warper (the easiest way to go over the barrier is on the right side.)
Switzerland, level 1
Follow the track through the village and under the cable-car. You will enter a tunnel, which you should continue through until you cross a small bridge. To your left are a number of buildings. Drive off the road and around the back of these buildings. You will see a yellow and red spinning shape level warper.
Scotland, Level 3
As you are racing, you will enter a wooded area. Back up and drive off road, behind the crash barriers. About half-way down this hill is a spinning level warp.
Thanks to Revolution readers Funkyboy_z and Jason Sommerfeld!