Neo Contra

Extra lives:
Press Up(2), Down(2), L1, R1, L2, R2, L3, R3 at the title screen.
emfhawrs.

Music Box:
Successfully complete the game under the normal or greater difficulty setting.
Grant Payton.

Gallery:
Successfully complete the game with an "B" rank.
Grant Payton.

Theater:
Successfully complete the game with a "A" rank.
Grant Payton.

Best Ending:
Successfully complete stage 7.

Bill II and Jaguar II:
Successfully complete stage 7 with an "S" rank.

Lucia:
Successfully complete game under twenty minutes under the easy difficulty setting.
Ryo Hazuki.

Hidden FMV sequence:
Successfully complete stage 7 with an "S" rank.

Stage 6:
Successfully complete stage 5 with an "A" rank.

Stage 6 Training:
Successfully complete stage 6.

Stage 7:
Successfully complete stage 6 with an "A" rank.

Stage 7 Training:
Successfully complete stage 7.

Weapon Set D:
Successfully complete stage 5.

Weapon Set E:
Successfully complete stage 6.

Weapon Set F:
Successfully complete stage 7.