Missing hats?

Most of those hats are hidden on the Dread-Yacht, though it's not entirely obvious as to where. The only clue on where to look would be that door that's on the side of the ship. You'll have to have a stationary platform of some kind in order to drop down to reach the door. For that, you'll need the Dragon Engine from Kaos' Kastle (Chapter 9). After collecting the Legendary Treasure, then applying it to the ship, drop off the side closest to the screen to reach the door. There, you'll meet Batterson's brother... Hatterson. He loves making hats, and will be more than happy to sell you just about all of your missing hats. The ones he has are the Straw Hat (120), Pan Hat (120), Flower Hat (120), Jester Hat (120), Coonskin Cap (220), Miner Hat (550), Bone Head (550), Vintage Baseball Cap (1500), Lil Devil (1800), and Showtime Hat (2500).

For the ones Hatterson doesn't have, you'll have to explore the Adventure Sets from Skylanders: Spyro's Adventure. Empire of Ice has the Santa Hat and Cossack Hat, Pirate Seas has the Pirate Hat and Pirate Doo Rag, Darklight Crypt has the Chef Hat and Pumpkin Hat, and Dragon's Peak has the Winged Hat and the Royal Crown.

As for your final hat, the Knight Helm, the only place left to look is Nightmare Mode. Beat it, and it should be yours.