There are a lot of things that need to be unlocked in DD.
For all unlocks that involve finding something in a dungeon run, you are required to leave the dungeon alive. You do not have to win, and the item will not be unlocked if you die.
Human: unlocked by default
Halfling: Found in a sub dungeon. You have to give the halfling a health potion.
Gnome: Found in a sub dungeon. You have to give the gnome a mana potion.
Orc: Search Western Dungeons for sub dungeon with Orc who will have you drink a potion.(Note Western Jungle seems to ALWAYS give Taurog sub dungeon until completed, so Druid's Grove may be ideal if you do not want to unlock Taurog).
Goblin: Search Southern Dungeons for a sub dungeon with a Goblin who wants money.(Note Southern Swamp seems to ALWAYS give Tikki Tooki sub dungeon until completed, so Hexx Ruins may be ideal if you do not want to unlock Tikki Tooki).
Fighter: Guild lvl 1
Berserker: Guild lvl 2
Warlord: Guild lvl 3
Wizard: Mage Tower lvl 1
Sorcerer: Mage Tower lvl 2
Bloodmage: Mage Tower lvl 3
Priest: Church lvl 1
Monk: Church lvl 2
Paladin: Church lvl 3
Thief: Thieves' Den lvl 1
Rogue: Thieves' Den lvl 2
Assassin: Thieves' Den lvl 3
Tinker: Found in sub dungeon enclosed by walls (Requires Alchemist unlocked)
Crusader: sub dungeon in [location] after unlocking all 9 Gods, requires 100 piety with any god
Transmuter: Found in sub dungeon randomly. Unknown if any pre-req
Half-Dragon: Requires completing Dragon Isle with 3 classes
Gorgon: Requires completing Naga City with 3 classes
Vampire: Requires completing Halls of Steel(Vicious) with 3 classes
Goat: not yet added
Wraiths: Unlock Berserker Class
Goo Blob: Unlock Warlord Class
Gorgon: Unlock Rogue Class
Bandit: Unlock Assassin Class
Serpent: Unlock Monk Class
Dragon Spawn: Unlock Paladin Class
Goat: Unlock Sorcerer Class
Golem: Unlock Bloodmage Class
Glowing Guardian: Found in the East (sub dungeon with path and 3 zombies of increasing level)
Dracul: Found in the East (Sub dungeon with your clone, you are locked in) (prerequisite: glowing guardian)
Mystera: Found in the North (Sub dungeon with 999 hp dragon, creative use of magic will get you past him)
Jehora Jeheyu: Found in the North (Sub dungeon has imps and an alter, you will need ENDISWAL to escape) (prerequisite: mystera)
Taurog: Found in the West (Sub dungeon.. large room with taurog alter at the center)
Binlor: Found in the West (Sub dungeon small room surround in walls, smash walls to find alter)(prerequisite: taurog)
Tikki Tooki: Found in the South (Sub dungeon with reviving enemy, unlocked by killing all forms without taking a hit)
Earthmother: Found in the South (Sub dungeon filled with plants)
Pactmaker: Found anywhere(Sub dungeon giant room with alter in the middle, touch alter with all other gods unlocked to unlock) (prerequisite: Unlock any god)