When the Title Screen with the face is up, hold Down and press Button 2. You will be able to select your mission and scene by rotating the numbers with the d-pad.
In Shinobi there are guys that duck down behind boxes. There is a easier way to kill them then jumping over boxes. First get the enemy half-way on screen, then face the other direction and shoot toward the opposite side of the screen. If done correctly the enemy will die.
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