Metal Wolf Chaos

It's actually possible to skip almost all of the Alcatraz stage. As soon as you start, go to the wall on the left and boost up. If done correctly, you'll get over the wall and land on a small helipad on top, leading to the final area in the stage.

Every time you beat a different mission on Hell Mode, you'll unlock bonus armor. Metal Wolf's character model is essentially the same, but with different colors and patterns.

Beat the game.

If you're armed with the long-range weapons, it's possible to shoot down the DNN helicopter. As you attack it, you'll get bonus dialogue from Peter MacDonald angrily yelling at Metal Wolf. If it's shot down, Peter MacDonald will reassure the viewers that he "somehow" survived and will return in another helicopter.

In the first level, find the statue of Michael's father and start shooting it. If you do it enough times, he'll admonish Michael from the afterlife for his actions. If you keep doing it, Michael will eventually break down and apologize. You can also get different dialogue by attacking the statue again when you return to Washington D.C. and destroy the Fight House.