You need to earn 500,000 gold in a single game (no deaths). The gold and jewels in world 2, 3 and 4 are worth 125%, 150% and 175% of those in world 1, respectively. For example, in world 3 (Ice world), a stack of 3 golden bars is worth $1500 instead of $1000.
Gold Chunk: $100
Gold Nugget: $500
Gold Bar: $500
3 Gold Bars: $1000
Small Emerald (green): $200
Small Sapphire (blue): $400
Small Ruby (red): $400
Diamond: $5000 (appear only when the Ghost passes over gems, they turn into diamond)
Golden Idol: $5000 (take it to the exit, or drop it at shopkeeper's feet)
Golden Scarab: $4000 (appear only in dark levels)
In world 1, there is typically 10-20k of loot lying around. If you have a mattock you can mine the gold and jewels buried in the ground (glasses or Udjat Eye will reveal the latter).
If you're feeling particularly brave and you can find both a mattock and a jetpack, you can do a 'Ghost run': clear all enemies in the level, wait until 2:30 passes and the Ghost appears, and lead him over all jewels in the level. The jewels will turn into diamonds, increasing them 10-50 times in value.
This information was taken from the Spelunky wiki at http://spelunky.wikia.com/wiki/Treasure