Ana, Colin, Margaret, Roffy - Default
Alto Singh - In a Coffin at The Bottom of 1-4.
Liz Mutton- Found In a Coffin In The Jungle Area.
LISE Project - Found in a Coffin in The Volcana Area.
Nekka - Found in The Black Market, You can Access The Black Market by Getting The Udjat Eye in 1-2/1-3 (Obtainable By Using The Key to Open a Chest inside a Opening), And Then Going into The Jungle Area and Placing Bombs when The Eye starts Flickering.
Coco Von Diamonds - Found in a Coffin in Vlad's Castle, To Get into Vlad's Castle You Must Get the Udjat Eye and Go to The Volcana Area, When You Find a Drill At The Top You have to Use The Udjat Eye to Activate it, Once it Drills Down You Climb Down The Chain. If There's Any Lava in The Way you Just have to Wait it out Until it Stops Flowing, Enter Vlad's Castle at The Bottom and Then Open a Coffin.
Manfred Tunnel - Obtained by Defeating Olmec in The Lava at The Bottom, And Then Entering a Door on Top of Him You Then Go To The Top of the Opening And Opening his Coffin.
Little Jay - Open a Coffin in 4-1 or 4-2.
Tina Flan (Easy) - Get To 4-3 and Find an Opening Then Go to the Bottom, Now Follow This Tutorial by Mezian: https://www.youtube.com/watch?v=qbjh6xGdm4s
Tina Flan (Hard) - Get The Ankh in the Olmec Opening, Navigate all The Way to 4-3 Trigger The Totem Trap, Die, Use Ropes to get Down to The Secret Opening at The Bottom, Then Open The Coffin.
Valerie Clump - Go Through The First Two Phases of Olmec, Then Take The Exit, In Egypt/Temple, Search for a Coffin and Obtain Valerie.
Au/Gold Guy (Way 1) - Get The Udjat Eye, go to Vlad's Castle, Take The Crown on The Top, Get to Egypt/Temple, Kill Anubis, Take His Scepter, Find a Case That Looks Like a Coffin, Open it, Find a Coffin, Then Obtain Au.
Au/Gold Guy (Way 2) - Get The Udjat Eye, Get to the Black Market, Obtain The Hedjet, From a Shopkeeper, Then Get to Egypt, Kill Anubis, Take His Scepter, Unlock The Coffin Looking Thing, Navigate The Place Then Find a Coffin, Then Obtain Au.
Demi Von Diamonds - Go in The Opening in 5-1, Then Open The Coffin Near You.
Pilot (Easy) - Take a Shortcut to 3-1 or 5-1, In 5-1, On The Right Side at The Bottom of The Level Jump Down 6 Blocks away From The Right-Most Part, This Tutorial By KYGaming Explains it Better Than I do: https://www.youtube.com/watch?v=nvcbFER6OTM (0:00 - 0:45 to Avoid Spoilers), (There's a 1/3 Chance You Get The Opening), Once in The Mothership, Find Something That Looks Like a Coffin, Then Obtain Pilot.
Pilot (Hard) Navigate To Egypt/Temple, Find Van Horsing in an Opening, Who Hands you an Alien Compass, Navigate to 5-1, and Then Follow The Arrow When it is Pointing Straight Down.
Princess Airyn-, Found in a Coffin in 6-1.
Guy Spelunky - Beat The Game's Main Ending.
Dirk (Ninja) - Inside a Goliath Frog in 7-1
Classic Guy - Beat The Game's Hidden Ending.
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I Might've Gotten a Few Things Wrong but Eh.

Credit to: Mezian and KYGaming for Making it Easier.