Octopus Pig

The Octopus Pig (aka Octopig) is a Pig with octopus tentacles that appears on the Piglantis loading screen. He is not in any levels of the game, just on the loading screen. On the screen, he is seen stealing an egg from Red and Bomb. He was most likely a costume, so it's possible the pigs either dumped it off screen after getting the eggs, or the birds destroyed it off screen.