Corneria: First, save Falco from his enemies and fly through the circles in the water. Falco will lead you to the exit for sector Y.
Meteo: Fly through 7 warp rings in this level and you can go via a bonuslevel to Katina.
Sector Y: Shoot 100 or more enemies and you go straight to Solar.
Zoness: Terminate all lights and you can go to Sector Z.
Sector X: Terminate the robot before he hits Slippy and you go to MacBeth.
MacBeth: Shoot all 8 handles so the train will go wrong. Then you may go to Area 6.