I feel that currently not many things in the DDbeta are obvious at first glance at how to unlock, so i just wanted to make a checklist.
Witch hut was unlocked by collecting stuff in a subdungeon in creeplight ruins.
Gnomes and halflings were both found in a subdungeon in Venture Cave and Den of Danger respectively.
Bazaar was found by paying 35gold to buy the scroll in any dungeon.
All 4 gods were unlocked by completing their quest in the subdungeons in northern desert, western jungle, southern swamp and eastern tundra.
By completing the various dungeons you get the following
Western Jungle -> Havendale bridge
Havedale bridge -> druid grove
southern swamp -> ick swamp
ick swamp -> sludge mines
northern desert -> rock gardens
rock garden -> demonic library
eastern tundra -> creeplight ruin
creeplight ruin -> halls of steel
These are all the things i've unlocked so far. Is there anything missing?