Heavenly Guardian

Stage select:
Successfully complete the game.
Maxzter ZZ.

Boss Battle mode:
Collect all ten snow boys in any stage. The stage you collected all ten will unlock Boss Battle mode for the Boss of that stage.
Maxzter ZZ.

Hard mode:
Successfully complete the game and view the ending sequence. You will start back at stage 1 with all the snowflakes and lives you had when you completed the game, except that minor enemies like snowmen with blue caps will shoot a fireball at you immediately after they are killed, making the game much more difficult.
Maxzter ZZ.

Hint: Collecting Snow Boys:
To find Snow Boys look for a place where a small amount of snow is falling and use the Blizzard attack. This will reveal Snow Boys. There are ten in every stage.
Maxzter ZZ.