Unlock Alternate Title Screens
Completing the Sanctuary Time Attack under certain time requirements will unlock alternate music on the title screen, as well as an alternate character sprite as your cursor:
Safety music / Sue cursor - Under 3 minutes.
White music / King cursor - Under 4 minutes.
Toroko's Theme music / Toroko cursor - Under 5 minutes.
Running Hell music / Curly cursor - Under 6 minutes.
Unlock Challenges/Stories
Boss Attack - Best ending.
Curly Story - Have Curly's Panties.
Nemesis challenge stage - Have the Nemesis.
Sanctuary Time Attack - Best ending.
Wind Fortress stage - Best ending.