At the end of Stage 3-4, after defeating the boss, you'll get a "Emergency Mission" message and then you'll have to defend the buildings from incoming missiles. If you manage to stop all waves of missiles, the game will continue to Stage 4 and the true final boss and ending. The buildings have a health bar which can be increased by getting hidden dogtags from the first three stages (four in Stage 1, three in Stage 2 and three Stage 3)