Level Select, Bonus Health
Highlight exit in the options screen and hold L + R + Start on
Controller Two, then press Start on Controller One.
Secret Warp
There is a magic door on the 34th floor that warps you directly
to Hydra. To locate this elusive door, vaporize the two blocks
and pay close attention to the pillars. Hit the fourth pair of
pillars on the left to activate the switch that makes the door
appear.