Unlock Hyper Arcade Mode
     Beat Arcade mode with the shotgun.

Unlock Mighty Joe Jupiter Trilogy
     Beat all the Mighty levels in Cadet Training.

Unlock Music Juke Box
     Finish  all  episodes of the Mighty Joe Jupiter Trilogy to unlock
Music Juke Box in the Options screen.

Unlock New Guns
     Beat the game in Arcade Mode with the weapons shown below:

Beat with pistol: machine gun
Beat with machine gun: cane gun
Beat with cane gun: shotgun