At the main menu, press Left (x2), Right (x3), Left, Right, Start on a standard controller or light gun D-pad. You should see a "0" score will appear at the top left portion of the screen.
Complete Original mode to unlock a blood color option so that you can turn on red blood.
If you complete Original mode, the Goldman costume will appear in the trunk of the car in the next Original mode game.
Begin a game in original mode and select the 2.0 Bullets and the Double Score items from the trunk. Rescue all civilians except for the second person on level 4. Now play through the game, and at the end you shouuld come across a bonus room where you should find the Rogan Costume and an Infinite Credits item. You also get a different bonus FMV if you can complete the game at that point.
Complete Boss mode and obtain a ranking for all the bosses to unlock these two modes.
If you use a controller in the 2nd controller port, you play as Gary instead of James in single player mode.
Complete Training mode on all five difficulty settings to receive all items in Original mode.
Complete the game without killing any hostages and without allowing any hostages to be killed.
In Boss Mode, defeat all the options (including the Emporer and Fight All) five times, you should see that the stars have turned red. Once this has been done, you should be able to select Death Bullets every time you start Original Mode.
Complete Training mode with a 5 red star difficulty on each training stage for unlimited ammo and single shot kills (basically super ammo that never ends).
North American version:
Successfully complete training mode with all five red stars. Then, successfully complete boss mode with all five red stars. Finally, get two stars in Fight All mode. Then the "Continue" option will change to "Free Play".
Japanese Version:
Successfully complete training and boss modes.