There are various challenges based on an Episode in which if the player manages to get Bronze or Gold in the three challenges of each level, a costume will be unlocked.
If the player gets Bronze in 1-1, 1-2 and 1-3 for example, the Sheriff Naughty custome will be unlocked.
But if in those challenges mentioned above, the player receives Gold or Platinum, the Cop Gordon outfit will be unlocked.
Apparently, the Gold Costumes seem to be skins of the henchbears found in each episode:
1- Cop Gordon
2- Master Myiagi
3- Colonel Ketchup
4- ZomBear Oodoo Master
5- ELITE Mahoney
7- Emperor Xoon
The bronze costumes are somewhat attempts of recreating those outfits.
NOTE: All of the Bronze and Gold costumes allow Naughty Bear to walk amongst other Bears unnoticed.