Alternate costumes:
To unlock alternate costumes for all four characters, collect all 30 Elephant Statues.
Mystical Ninja history:
Have the Game Boy Advance game Kessakusen! Ganbare Goemon 1 2 in the cartridge. At select locations throughout the game, various characters from the Game Boy Advance game will appear and tell you things about Goemon’s past.
Space-Manbo mini-game:
Have the Game Boy Advance game Kessakusen! Ganbare Goemon 1 2 in the cartridge to unlock Space-Manbo at the mini-game menu.
Goemon New Age Shutsudou! easter egg:
You can find New Aged Goemon in the second town’s underground prison, occupying the second jail cell for his “crimes against the Goemon franchise.”