Cosmo has some pretty spiffy music, all composed by Bobby Prince. I don't have much more information currently, but you can download a massive zip of Cosmo MIDIs here (354 kb), and download some MP3s made by Scizor CT here.
Prince had this to say about Cosmo's Breakdown: "Cosmo is one of the most fun projects I have ever worked on. It seems to be especially loved by women and children. Cosmo is a little green buy with suction cups for hands. He stomps on the various creatures and other things that would cause him harm.
Todd Replogle, the originator of Duke Nukem, was the developer of this project (with some help from Apogee). He gave me free rein to do whatever kind of music I wished (most of the music was composed before the game was playable). I had been itching to do a five string banjo tune, and this one was the result of that itch. The song should be fully playable by a banjo player without any changes. I used a guitar controller (with a banjo tuning) to sequence the song. I am happy that I learned something about the five string, as I needed all the help I could get to put this tune together. The five string banjo is one of the few truly American instruments we have."
Xky Rauh has made an excellent remix of the Cosmo 1, Level 9 MIDI, available here.