Unlock Normal Challenge mode
Complete game in Normal.

Unlock Supercop mode (hard difficulty)
Complete game in Normal.

Unlock Infinite Adrenaline
Finish stage 5.

Unlock Infinite ammos
Finish stage 4.

Unlock Fit Dog
Finish stage 6.

Unlock Super Deformed Mode
Finish stage 2.

Unlock Extra Stage
On the last level you have to face two people, a boy and a girl. If you beat them you unlock that guy and his mansion. That means when you play against another player you can pick that guy and have a shootout in his mansion.