In Zero Wing, accumulate 50,000 pts. of score through collecting power ups for the weapon you have already maxed out, in a single play. (Arcade Challenge excluded; Continues / Quick Load allowed.)
In Zero Wing, throw an enemy captured with the Prisoner Beam and hit another enemy with it. (Arcade Challenge excluded; Continues / Quick Load allowed.)
In Zero Wing, collect a Special Power Up item that only appears when you have both speed and shot levels maxed out. (Arcade Challenge excluded; Continues / Quick Load allowed.)
In Zero Wing, discover the giant Pipiru by holding up on your joystick/D-pad when clearing Stage 4. (Arcade Challenge excluded; Continues / Quick Load allowed.)
In Zero Wing, activate a warp by waiting in a certain location in Stage 5 until there are no enemies on screen. (Arcade Challenge excluded; Continues / Quick Load allowed.)
In HELLFIRE, collect a 1UP life extend item that occasionally appear when you haven't died once and remain on the left or right edge of the screen. (Arcade Challenge excluded; Continues / Quick Load allowed.)