19 Lives:
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Enter this at the title screen: UP, UP, DOWN, DOWN, L1, R1, L2, R2, L3, R3.
Gallery:
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Beat the game twice.
The Music Box:
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Beat the game once.
Weapon Set D:
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Beat the game once.
Theater:
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Complete the game with A rank.
Lucia II:
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Complete the game with Lucia and obtain rankings of 100% for every level.
Katana Jaguar:
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Just play any stages on normal difficulty.
Best Ending:
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Complete stage 7.
Lucia:
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Clear game in 20 minutes or less on any difficulty.
Weapon Set F:
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Clear first five stages w/ Rank A or better.
Weapon Set E:
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Clear first five stages w/ Rank A or better.
Bill II:
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Clear stage 7 w/ Rank S.
Extra Stages:
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Clear first five stages w/ Rank A or better.
Jaguar II:
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Clear stage 7 w/ Rank S.