In order to have an unbeatable Huang Zhong with two elements (Fire and the element of your choice), max out his stats. Get his tenth weapon. He should carry four items by then. Set these items:

Special: Fire arrows (T attack and SST attack will have a fire element); Tiger Amulet 15+; Tortoise Amulet 15 +; Huang's Bow 15+

Orb: Level 3 Ice Orb recommended.
Harness: Shadow Hare recommended

Play the Shu Musou mode as any character. Play the last level for every act until you get to the Battle Of Tian Shui level. Wait for Zhuge Liang to reveal his plan. Then, kill Jiang Wei's sub officers. Later in the level, Jiang Wei will surrender to you. Do not kill Jiang Wei. Finish the level.

Unlock all 42 characters, and complete the game with at least one character under each force (Wei, Wu, Shu, Dong Zhuo, Lu Bu, Yuan Shao). Note: By competing one character in each force you will also unlock Yellow Turban's Force as a selection in Musou mode.

If you are in your first costume and you are facing yourself (for example, Sima Yi vs. Sima Yi), you will see yourself in the Dynasty Warriors 3 costume for that character.

At the "Press Start" menu, if you wait long enough, you will see a sequence with someone breaking a rock. If that person is Yuan Shao, you will notice that Zhang He breaks the rock for him. Yuan Shao is not the only one. Here is a complete list of opening edit characters, that if you select them for sequence one, that will have a bodyguard or friend break the rock for them.

Zhuge Liong: Yue Ying
Diao Chan: Lu Bu
Yuan Shao: Zhang He
Sima Yi: Xu Huang
Cao Cao: Dian Wei
Liu Bei: Zhao Yun
Sun Jian: Huang Gai
Sun Quan: Gan Ning
Da Qiao: Sun Ce
xiao Qiao: Zhou Yu
Zhen Ji: Cao Ren

Note: Dian Wei will break the rock with his head if you select him in scene one.
Play the Battle Of Chi Bi level under the hard difficulty setting with Cao Cao. First, approach Pang Tong to see through his trick, then defeat Zhuge Liang to stop the wind prayer. Next, defeat Gan Ning and Lu Meng to trigger the all out attack. Then, defeat Huang Gai to stop the fire attack. Finish the level with your level 9 Sword of Heaven to get Cao Cao's level 10 sword.

On the Siege Of Fan Castle level under the hard difficulty setting, destroy all enemy castle-attacking vehicles without the castle being compromised. Lu Meng will exit the enemy castle and attack. Defeat Lu Meng. Note: Time will be extremely tight for this task. The following is the best order to destroy the four castle-attacking vehicles. Equipping a saddle is recommended. Immediately, run to the south wall. There will be a cloud ladder vehicle moving towards the west gate. Destroy the vehicle as quickly as possible. Then, immediately run to the east wall. There will be a cloud ladder vehicle approaching from the north. Destroy the vehicle as quickly as possible. Then, run to the stone toss vehicle at the south gate and destroy it. Next, run to the stone toss vehicle at the north gate and destroy it. Do not stop to fight enemy generals In between, as there is not enough time.

Play the Battle Of Xu Chang level under the hard difficulty setting on the Wu side. Defeat Deng Ai, Hu Zhi, and Dian Wei.

Play the Battle Of Wan Castle level. Defeat Hu Che Er, then join with Cao Cao. After the Cao Cao conversation with Dian Wei event, deplete about half of Zhang Xiu's HP and he will retreat. After the castle gate closes, clear the map of enemies for Cao Cao to advance. After Cao Cao reaches the dead end, two fire blocking exit messages will appear. After the Xu Chu breaks through wall event, Dian Wei earns his Level 10 Weapon.

Play the Battle Of Si Shui Gate level on Dong Zhuo's Side. Allow Sun Jian's messenger to complete his task. Then, wait for Sun Jian to defeat Hua Xiong. You must now defeat Sun Jian and Cao Cao to gain her level 10 weapon, Diva. You must quickly do this before your forces retreat and you lose the map.

Play The Battle Of Si Shui Gate level. Sun Jian will send a messenger to Yuan Shao, and you must let the message be received before you defeat any enemy officers. After this, defeat two officers out of Sun Jian, Liu Bei, or Cao Cao. You should receive a message stating "Diao Chan has earned her ultimate weapon, Diva". Then, complete the level.

Play the Lu Bu's Revolt level under the hard difficulty setting. Kill everybody on the screen where Lu Bu is the only one alive. If done correctly, Dong Zhou will make a comment.
On the Battle of Xia Kou level under the hard difficulty setting, defeat Su Fei and Chen Shen. Wait for Zhou Yu to tell you about gun powder on Huang Zu's northern ship. A burning gun powder pot appears on the ship. Go near the gun powder pot. The gun powder pot discovery message will appear. Destroy the burning pot on Huang Zu's northern ship. Then, defeat all enemy generals on the map (Chen Jiu, Deng Long, Zhang Hu, Cai Mao) before Huang Zu's northern ship and southern ship connect. Huang Zu's two ships will connect and Huang Zu's southern ship starts burning (about three minutes after destroying the gun powder pot), with Ling Cao and Ling Tong alive. Note: In free mode, Gan Ning will appear in place of Chen Shen. Defeat him instead of Chen Shen.

Kill all the Wu generals at the Fan Castle level under the hard difficulty setting. Make sure that all your soldiers switch sides before you kill the Wu generals.

On the Battle Of Chi Bi level under the hard difficulty setting, eliminate all enemy entry points before the fire attack, then defeat Cao Ren, Cao Hong and Cao Pi.

When the duel starts, put a bomb on the ground. Run to the wall and put another bomb down. Make sure your clear of your own bomb and put another one down. Keep hugging the wall and setting down bombs. Do not bother looking back; look at his health bar to see large chunks of health dropping. When about seven explosions hit Lu Bu or any other opponent, he will have no health but the bombs cannot actually kill him. Jump in the air and do your stomp. If you cannot jump over Lu Bu's jumping attack, stand on the ground and counter him when he attacks for his last desperation attempt.

Play The Battle Of Jian Ye level under the hard difficulty setting with Liu Bei's forces. You must play with Huang Zhong and defeat the officers with Huang Zhong. First, do not defeat any of the fake Sun Jians (that appear in four different places). Defeat Huang Gai, Taishi Ci, or Zhou Tai. This allows for the gates of the real Sun Jian's main camp to open. After this is done, you must defeat Sun Ce, Sun Quan, and Sun Shang Xiang at least once before any of them become commanders of the Wu army. A message stating that you have acquired Huang Zhong's level 10 weapon, the Oracle Sword, will appear. Then, finish the level.