At the title screen enter the code to access the password screen.
The following passwords can be used:
PC-ENGINE (message)
NAMCO (message)
NAMCOT (message)
6502 (message)
6809 (message)
68000 (message)
756-2311 (message)
YAMASHITA (message)
AKIRA (message)
KOMAI (message)
KAZUHIKO (message)
KAWADA (message)
SPEED-UP (4 way split screen) reset after entering the password
S.62.08.22 (Start from level 5) reset after entering the password
There are 5 possible endings in this game. Finish the last stage with the following Score/Money Points and you'll get one of five endings. The enemies killed also have something to do with the endings you get, so try to kill as few enemies as you can.