Stage select and sound test
At the character select screen, press shoulder buttons L, L, L, L, L, R, R, R, R, R. Now select a character. The stage select and sound test will appear on the next screen.
Very Hard Mode
If you beat the game on the Hard difficulty (either by yourself or with another player), the game will start you back at the first level. The amount of rests and continues you had when you beat Hard will be retained (and *not* reset/restored to the default), but any gun powerups you had will be taken away. The game is now noticeably a lot harder; bullets travel even faster, especially in boss fights. Bosses also have extra health. This mode is NOT selectable from the Options menu, so you have to beat the game on Hard every time to attempt it.