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You can unlock music tracks in the game in Marathon Standard mode. You must reach a certain level to unlock them; after which they will be available in the options menu.

Level to reach	Music track unlocked
Level 3	Basement Tetris (SMB 1-2)
Level 4	Mario Tetris 3 (SMB3 Overworld)
Level 10	Bowser Battle (SMB)
Level 13	Tetris DK (Push Mode Music)
Level 14	Balloon Tetris (Touch Mode Music)
Level 15	Tetris Climber (Ice Climber)
Level 16	Rushed Tetris (Remix)
Level 19	Ancient Tetris (Tetris Theme Remix)
Finish Marathon (200+ lines)	CongraTetris