There are seven default classes and two DLC classes in Heroes of Hammerwatch:
Unlocking the Priest
Unlocking the Thief
The Thief is located in the Prison (Act 2) and must be released from one of the jail cells, which is opened by pressing a button hidden somewhere in the stage.
After the Thief has been freed, you must rebuild the Tavern with Ore in the Tier 2 Town Hall upgrades.
The Thief appearing in a jail cell is random, and may not appear in a playthrough.
The Thief will not appear for any players if the host of the multiplayer game has already unlocked the Thief.
Unlocking the Wizard
Break open a cracked wall located in the Armory (Act 3) and speak to the person inside.
Once you speak to this person, purchase the Magic Shop with Ore in the Tier 3 Town Hall upgrades.
The hidden room appearing is random, and may not appear in a playthrough.
The hidden room will not appear for any players if the host of the multiplayer game has already unlocked the Wizard.
Unlocking the Gladiator
The Gladiator is unlocked by beating the Arena once.