Early Blaster Powerup
There's a way to, instead of waiting for Zero to die in the Sigma stages, get the powered up blaster early in the game. This requires you to:

• Get the Dash boots from Chill Penguin's Stage.
• Get the Helmet PowerUp from Storm Eagle's stage.
• Finally, you must go to Flame Mammoth's stage. Continue to the right until you fall down a corridor and notice the part of the ceiling made out of blocks. With a well executed dash jump and the helmet you should be up to the top to get the powerup in no time.

Extended Ending
After you beat the game, at the screen where you're thanked for playing, wait for approximately forty seconds to see an extended ending.

Extra Lives
To get extra lives, go to Armored Armadillo's stage and when you're about to jump off the first cart, wait and jump off when you see a brown bat different from all the others. Shoot it. This bat gives an extra life.
Repeat as many times as you wish.

Helmet Capsule
You need the acceleration system (foot capsule) to get the helmet capsule. Once you have it, enter Storm Eagle's level. Play until you get to the steel tower rising out of the ground. You will now be able to use the foot capsule to get to the ledge on the other side of the tower. Blow up the gas tanks there, and go through the resulting hole. You'll find the helmet capsule there.

Passwords

Password	Description
0131-6712-1221	Sting Chameleon defeated
5447-4177-4536	Extra life tank
1556-6642-7448	Launch octopus defeated
8441-2136-4421	All bad guys dead, super x-buster, 9 powers, 9 sub-hearts, and 4 sub-tanks
3676-4627-5142	All sub tanks, all heart tanks, and all bosses defeated
7437-6412-1255	Start with everything

Throw Fireballs
Toast the final boss with this trick. Here's the breakdown. To perform the trick, you must have all eight boss weapons, all nine heart tanks, and all four subtanks.
When you begin the game, don't go to the Sigma Stage. Instead, enter the Armored Armadillo stage.
Play to the end of the stage four times, keeping your Energy and Weapon meters at maximum. It's okay if you take a hit or use a weapon during the stage just be sure to recharge both meters by the time you get to the end of the stage.
Each time you reach the end of the stage, you must use the Escape Velocity to restart at the beginning of the stage. Remember, you must play though four times and always have full Weapon and Energy at the end of the stage.
After the fourth play-through, escape and restart one more time for a fifth try. This time, however, don't use the Escape Velocity. Instead, ride the third wheeled platform across the canyon and climb up the cliff before the entrance to Armored Armadillo's lair. On the top of the cliff, you will find a power-up capsule containing Dr. Light in a Ryu costume. He will give you the "Hadoken" Fireball technique!
You can throw Fireballs using the same motion used in SF II: Sweep the controller in a quarter-circle motion from Down to Forward and hit the Attack button. You can use the Fireball to kill all the final Sigma bosses with only one hit, but you must have full Weapon power to use the move. Remember, though, you cannot save the Fireball item using a password if you turn off the power, you will lose the weapon.