If you are about to die use a ninpo and it will stop you from being hurt.
Ninja Dog = Die three times consecutively in Chapter 1., then accept the choices given to you.
Very Hard = Complete the game on Hard difficulty, or have a save file with the clear data of the Hurricane Pack 1
To gain immortality simply kill the black ninja's outside of the shop in CH.4 exactly 100 times (the last time you need to run from 1 of them) then go to Murumasa and buy:
10 Life Elixers
5 Ninpo Elixers
5 Greater Life Elixers
Lastly upgrade your Lunar thing. Once you fight the Bone Dragon in CH.6, let him win 3 times and the 4th time you won't die (even when caught in his BAD BITE attack more than once)!
Or... for the people who don't want to take the time out, go on Normal Mode, then select New Game. Die before you reach the ninja fortress
(let the 2 first ninjas you fight kill you)
then a message will appear saying: "Do you wish to give up the path of the ninja?" Answer Yes 3 times to unlock Ninja Dog mode! A very low difficulty level where you can even kill the high bosses with 3-6 flying swallows!
Note: Ninja Dog doesn't make you invincible, but you do receive treats from Murai's assistant with the Kunai scrolls.
(basicaly refills health as much as small elixir)
and Anayes ration bundel
(the same as a large elixer, but you can hold 10!)
Also, on Ninja Dog mode, you receive free armbands from Anaye with Kunai scrolls. Once you get the armlet of wealth, go to any area where enemies respawn, and continuously fight them until you have 99999 essense. That should last you the entire game, and seriously helps with the last 5 chapters!
Complete the game on Ninja Dog or Normal difficulty or have a save file on your hard drive where you completed the original Ninja Gaiden on Xbox.
After you complete Ninja Gaiden on very hard difficulty, this mode will be unlocked.
Start the game and do not save. When you get to chapter 3, die and choose continue. You will be brought back to the first chapter with Ryu wearing his leather costume.
Save at the first save point, and you can now use this save to play chapter 1 and 2 with Ryu's leather costume.
Complete the game on Hard difficulty or have a save file with the clear data of the Hurricane Pack 2.