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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).

Fire chip

Press Up + Attack (similar to Zero's X4 move).
Charged Buster (sparks are left after hitting an enemy)
Lightning chip

Press Dash + Attack (a lightning sword pierces through an enemy)
Charged Buster (a ball of electricity)
Ice chip

Press Down + Attack in mid-air (another of Zero's X4 move).
Charged Buster (turns into three rays; X3's Sting Chameleon)
Normal chip

Charged Buster (laser shot in Megaman 8)

Zero's forms
Energy Form (Yellow)

Enemies drop more Energen Caps. and Crystal Caps.
Grab 25 Life Capsules to unlock.
Power: ***, Defense: **, Speed: *
X Form (Dark Blue)

Buster becomes more powerful while shooting a charged shot; you can now fire more quickly.
Kill 50 enemies with Buster Gun to unlock.
Power: ***, Defense: **, Speed: ***
Power Form (Purple)

Always biggest saber edge.
Pull anything 30 times with the Chain Rod (even slightly) to unlock.
Power: ****, Defense: **, Speed: *
Defense Form (Light Green)

Damage taken is halved.
Kill 20 enemies with charged Boomerang Shield to unlock.
Power: *, Defense: ****, Speed: **
Active Form (Orange)

Z-Saber is "upgraded". You can now do roll saber attacks, and more damage while jumping.
Kill 20 enemies with Dash Slice attack to unlock.
Power: **, Defense: **, Speed: ****
Erase Form (Magenta)

Z-Saber and Shield can destroy enemy's bullets.
Get 30 ricochets with Boomerang Shield to unlock.
Power: **, Defense: ***, Speed: **
Rise Form (Light Blue)

Up-slash in 3-hit-combo.
Kill 10 enemies with the Z-Saber to unlock
Power: **, Defense: **, Speed: ***
Proto Form (Dark Green)

All weapons at level 1, but major power.
Complete the game to unlock
Power: ****, Defense: *, Speed: **
Ultimate Form (Red)

Allows special key commands for charged weapon
Obtain it by using every Cyber Elf.
Power: ***, Defense: ***, Speed: ***