Access Katze
If you complete slash mode without dying, you will be able to use Katze (The gun carrying boss)

Get to the bosses
In order to skip all of the normal characters and go straight to the sub bosses you must: First, cripple your first opponent so that he/she CAN NOT walk. Then run to the manhole that you would normally jump down after defeating the last normal opponent. By doing this you should be able to skip through about 3 or 4 fights.

The Second Ending

First, you must have the first ending for the character you are using. You cannot be TOUCHED through this whole process. Okay, run all the way to the hole in the ground. Disable the other guy's legs and jump in. Go through the game as you normally would and you should encounter a second boss after Hanzaki

Location Change in 2 Player Mode

Both Players must do this at the same time, just go to a flat wall and run against the wall for a minute or two and it will open up to a new area of that level. Hint: some levels like the bamboo thicket do not work in this situation.