Unlock the Artificial Sun stage by clearing Story Mode with Moai (from Gradius)
Unlock the Oil Rig stage by clearing Story Mode with Solid Snake (from Metal Gear)
Unlock the Tree House stage by clearing Story Mode with Megatron
Unlock the Devil Orchid stage (Manjimaru) by clearing Story Mode with Manjimaru
Unlock the Floating Continent stage by clearing Story Mode with Bimbougami