Enable the "Boss mode" code, and complete the Boss sequence.
Boss mode
Collect all forty-five Fortune Dolls to unlock a boss mode selection on the options screen.
Control Impact
Press the Analog-stick when Impact's introduction sequence ends to move his head.
Glitch: Small Goemon
If Goeman uses a transporter while small, it will leave without him.
Hint: Avoid attacks
Change characters just before an opponent attacks.
Hint: Avoid bullets
Push C-Down to have bullets pass through your character.
Hint: Fighting Benkei
Fight Benkei as Ebisumaru to throw the Achilles' Heel at him faster. During the battle, Benkei will threaten to blast you far away. This is a lie; he will knock you into the river next to the bridge where he is standing. There is a ladder available to return to your previous location.
Hint: Quick fall recovery
Perform an attack exactly when hitting the ground after falling from a large height. This will allow Goeman to move immediately, instead of being stunned.
Hint: Slower falls
Rapidly execute the Ice Attack or Coin toss while falling.
Rumble Pak bonus
Although not an official Rumble Pak game, the Boss levels will support that peripheral.
Unlimited items or gold
Find a location that contains multiple items or gold, such as the first room in Oedo Castle. Collect the items, leave the room, then re-enter. The items will be available for recollection.