Finish level 1.
Defeat level 1 boss without being hit.
Unlock Bonus Round 1.
Finish level 2.
Unlock Bonus Round 2.
Finish level 3.
Defeat level 3 boss without being hit.
Unlock Bonus Round 3.
Finish level 4.
Find the secret room at Level 4 - Pueblos.
Finish level 5.
Defeat level 5 boss without being hit.
Finish level 6.
Finish level 7.
Finish level 8.
Finish level 9.
Finish level 10.
Finish level 11.
Defeat level 11 boss.
Defeat level 12 boss without being hit.
Take out the Dalton gang and finish the game.
Finish level 12.