Mission 3: Fall back in the water where the skullheads were located.
Mission 3: You will start near the Judge of Death. Press X to get the secret mission.
Mission 3: After you get chased by the Phantom, at the end of the hall will be a door to the left. Enter it.
Mission 4: Return to the room with the power-up statue. You will have an encounter with the spider in the hall, just escape to the nearest door, then go back out.
Mission 4, Part 2: Go to the airplane room after the panther has been defeated, then take the elevator down.
Mission 7: Kill the enemies in the sewer hall, then go the pipe room (where the key was located).
Mission 11: Go through the door at the start of the mission.
Mission 14: Check the skeleton of the boat from the previous mission.
Mission 15: Check the skull carving underground in the previous mission.
Mission 16: Defeat the blob Boss, then go to the airplane room.
Mission 16: For a second secret mission, go to the coliseum.
Mission 17: Go through the warp zone, then cross the broken bridge without falling.
Mission 21: Check the wall on the opposite side of the power-up statue.