Pressing Start + Back while playing the game will return you to the main menu.

Hit Start, A, Start to skip a cut scene.

You have to give 50 scarabs to Muramasa in order to unlock the original Gaiden. You don't need to do it in one shot, you can do it even after you beat the game. You'll get the Ninja Gaiden disk in the arcade machine at Han's Bar.

Acquire a "Master Ninja" rank on every level while playing on normal.

Acquire a "Master Ninja" rank on every level while playing on hard or very hard.