The Frozen Tundra

Grab the 5 Costumes from the hut at the start, then look for an Object just beyond, next to the sign and another Object being held by the bear. When you reach the sleds, catch a ride on the top one, but move slowly so you can leap to an Object in front of the first tree. When you reach the checkpoint inside the cavern, look for a Sticker Spot to the left. Plant a Gear Graphic sticker there to reveal 2 Costumes.

Don't ride the sled too quick, otherwise you'll miss this item!

Just after, you'll reach a room with several platforms; look in the alcove below for an Object, then hop around the platforms for 6 Stickers and a Material (be careful, because the upper platforms will collapse when falling ice hit them). If you can manage to hop along the top row, you'll find an Object and 2 Stickers on a couple of high ledges to the right. If you took the upper route, you'll one of the platforms you knocked over should cause a chain reaction that opens up a secret area below, near the next checkpoint (by a trapdoor). Head down to find 2 Stickers and an Object (bounce off the trampoline for it).

A bit deeper in the cavern, you'll come across a snowy ridge in the background. Thankfully, some rocks will drop to the floor, allowing you to jump to said ridge and collect a Material, Sticker, and Object. A rock on the right also forms a ramp, leading to a Material (just before the checkpoint). After the checkpoint, more pillars will drop, forming a stairway of sorts. Climb it to an alcove just above the checkpoint for an Object.

After the next checkpoint, quickly run across the bridge before it collapses to collect an Object at the end, then drop on down to find a Sticker, Key, Material, and Object in the area below. When you reach the section with the missiles, leap to the upper level (after destroying the first launcher) and head left to find an object by a toy soldier.

During the race, you'll collect 2 Objects as you clear a jump. Keep an eye out for a Sticker on a secondary track in the background just a bit further on, then an Audio Object at the end of this section, just before dropping. After the race, knock over the tower with the Object to grab it.

Bounce off the enemy just beyond the 4-Player section to reach an Object above, then use the truck to reach another Object (you can also try jumping off the army-guy you're dragging around).