The following information comes direct from SEGA and should help if you get stuck. The number on the left is the level number.
The elevator is in the upper right hand side of land.
Ship piece is at the bottom left/middle of the world. The elevator is in the upper right of the of the land at the end of the road.
The elevator is in the middle of a large open field in the left side of the world.
The elevator is in the bottom left of the world next to the lake.
Find the road, follow it to the bottom left to find to elevator.
Ship piece is in the middle/bottom right of the world. The elevator can be found at the upper right of the world.
The elevator is at the bottom left of world, next to the lake.
The elevator is at the bottom right of the world.
The elevator is at the bottom middle/left of the world.
Ship piece is at the upper right/middle of the world. The elevator can be found in the middle of a lake on and island.
The elevator is at the bottom right hand corner of the world.
Ship piece is located at the bottom middle part of the world. The elevator is at the far upper right of world.
The elevator is found at the upper right of the world.
The elevator is in the middle on an island. There is also a healer/wizard on the same island.
Ship piece is at the far upper left corner of the world. The elevator is in the bottom left of the world.
The elevator is at the top middle of world.
Ship piece is at the upper right of world. The elevator is found just to the right of the center of the world.
The elevator is found in the top left of the world.
The elevator can be found in the lower right corner of the world.
The ship piece is at the bottom left of the world. The elevator is found in the far upper right of the world.
The ship piece is at the bottom right of the world. The elevator is at upper right of the world.
The elevator is at the upper left corner of the world.
The ship piece is at the upper middle of the world. The elevator is on and island in the middle of the lake.
The elevator is in the upper left corner of the world.
The final ship piece is in the lower right corner of the world.
Free Presents
Sneak up on Santa Claus before he takes off and he'll give you a few presents.
Level 0
On Level 1, on the bottom left side, there is a small hole that leads to level 0, which has hula dancers in a tub and a lemomade man who gives you another life.
Present Island
At the top right of the map on level 1, there is a hidden island with a load of preasents for the taking. You will need rocket skates, an inner-tube or icarus wings to get there.
Secret Level
You start the game on level one, which appears to consist solely of two islands in the water. However, if you jet ski, fly, or ride an inner tube to the lower left part of level 1, you will find another island with some presents and a hole in it. Fall down the hole to level 0, where you can be healed (in the hot tub) and receive an extra life (by drinking lemonade). When you leave level 0, you will return to the highest level you've visited.
Ultimate Code
Pause the game, now press the following buttons:
1. UP + A + B + C
2. RIGHT + A
3. DOWN + B
4. LEFT + C
If entered correctly you will hear a chime, now when you unpause the game you will have all ship peices collected apart from one, which will always be on the next level you are on.