By getting gold medals it is possible to unlock extra levels. On the Main level select 
screen press the X button to enter "The Lost Levels" menu. 

Ancient Rome-Addressing the Senate - 9 Golds 
Ancient Rome-Caesar's Sanctum - 12 Golds 
Ancient Rome-Praetorian Camp - 3 Golds 
Ancient Rome-The Forum of Trajan - 7 Golds 
Ancient Rome-The Forum Romanum - 5 Golds 
Feudal China-The Gate of Supreme Harmony - 18 Golds 
Feudal China-The Silk Road - 15 Golds 
Legendary Atlantis-The Corridors of Power - 26 Golds 
Legendary Atlantis-The Geothermal Tunnels - 24 Golds 
Legendary Atlantis-The Steam Tower - 22 Golds 
The Gallery - 31 Golds