I have. There are eight of them. You can't get any of them playing the game the first time, unless you use cheat passwords (which vary for each system). You have to get the Medal in each stage, except "Pearl Harbor". You get the Medal and Skeleton Key by getting all Bonus Objectives, receiving few hits and high accuracy (at least 75+). Those stats get starred. If you get gold on all three, you get the Medal and Skeleton Key. In stages 3-7 & 9, you're looking for a red chest to use the Key on. In stage 8, your looking for a hidden door.
I am posting for any future members who need this info.