Hard difficulty setting
Successfully complete the game. Then, highlight the "New Game" option and hold L + A. If you entered the code correctly, you will hear a sound.

Graphics gallery
Successfully complete the game on the hard difficulty setting. Then, highlight the "New Game" option and hold Select + L + A. If you entered the code correctly, you will hear a sound.

Alternate Zero armors
Successfully complete the game on the easy, normal, and hard difficulty settings. Then, press Start and press L or R until you get to a menu with Zero's helmet with a different color. There are pink, black, and red versions.

Using the Whip
Not only can the Whip get far items, but it can also move some heavy cubes and perform a swinging move. Hold B while in the air, and when it grapples onto something, press Left or Right to swing. Release B to let go the Whip.

Gain more level with Chain Rod
Keep hitting on a life or money object to earn more attack points.

Easy lives
Keep returning to The Desert Ambush to gain more 1-ups.

Combo
Equip Ultimate Form, then use Buster Shot. Keep pressing Down/Forward + B (for Buster attack). Anything in front of you will be obliterated.

Elemental Chips and Ex-abilities
You can use certain Elemental Chips with Zero's Ex-abilities. There is no need to charge up the Z-Saber (except for the Z-Buster).

Zero's forms
Energy Form (Yellow)