Allow the game to idle and Catwoman will do a dance.
While on the level 1, there will be a hail of bullets. To dodge them, hold L and run around. The chances of you getting hit will be decreased.

When Catwoman comes across this little feline she is in luck. Finding Midnight gives Catwoman nine lives.

Finding Cat Eyes:
If you have problems finding Cat Eyes, press Y to use your cat vision. Some of them are hidden behind posters and other objects.

The code to unlock the vault is 1940 which is the year that Catwoman first appeared in the comics. This will unlock new galleries as well as a new comic book cover.