You can increase your maximum number of lives/credits by completing Story Mode and Story Mode scenarios. Each time you clear one you can earn one of each, up to a limit of 9 lives and 9 continues.
This tip applies only to Score Trial and Time Trial: When playing through these scenarios, watch for yellow enemies that normally do not appear in Story Mode. They exit the areas very quickly, but if you can hit them before they do you get a special bonus: In Time Trial each one you hit deducts 5 seconds from your total time; In Score Trial each one you hit adds 30,000 points to your score. Take advantage of these bonuses to get the top scores and further increase your Achievement percentages!
To unlock a new title screen, get an Achievement rating of at least 55%.
Beat the game with 100% to get infinite ammo.
To unlock Double Gun Mode, which allows you to play using two GunCon 2 controllers simultaneously in regular Story Mode, obtain a total Achievement (game completion) score of at least 55%.
To unlock the Grassmarket Street Scenario for Story Mode, complete the Garland Square Scenario in Story Mode.
When playing missions in Crisis Mission mode, you can unlock a mission's Hard difficulty level by clearing the mission once.
To unlock the Story Mode Special game mode, complete both the Garland Square and Grassmarket Street scenarios in regular Story Mode.