Mission select
Successfully complete the game on any difficulty setting with the good ending.

Another World option
Successfully complete all training levels in Agent Academy mode to unlock the "Another World" option.

Bonus training levels
Successfully complete Another World mode to unlock twelve additional training levels in Agent Academy mode.

Gold guns
Successfully complete training levels one through eighteen in Agent Academy mode to unlock gold guns for your character to use in the regular missions.

Sega lightguns
Successfully complete all training levels in Agent Academy mode to unlock Sega lightguns for your character to use in the regular missions