Bittersweet Ending: Ending S. You manage to destroy the guards, but ran out of ammo for destroying the enemy supercomputer. You thus crash your motorbike (transformed from your car) into the supercomputer, destroying it, but losing your best companion in the process.
Dangerously Genre Savvy: At the start of stage Q, the terrorist adjutant appears right in front of you and destroys your car. And then subverted — he didn't count on you escaping in a jet suit that has the exact same weaponry as your car.
Deadly Walls: Gets really annoying in the tunnel stages. And then there's stage N, a factory stage with them all over the place. The tunnel stages are slalom courses of a sort. Stage N? A maze.
Deflector Shields: You have five shield points per credit. Every time you get hit, you lose one point of shielding, and if you are hit without any shield, you die (read: Game Over). You only get one or two points of shielding, depending on how the DIP switches are set, every time you complete a level — naturally, you don't want to take any chances.
Helicopter bosses have these, which you must shoot down in order to damage them.
Everything's Worse with Wolves: The boss of the Tunnel stages is a pack of robot wolves that keep coming until you kill all 20+ of them or the timer runs out. Thankfully, they're one of the easier bosses as they take one hit to die and cannot fire at you.
Homing Projectile: Very subtle, but your car shoots one periodically as long as it you move in a direction. Some enemies have those dreaded homing missiles.
Jet Pack: Used by your character in the final stage Q, after the terrorist adjutant shoots down your car. Also used by the Sky Dragoon bosses (the adjutant is a ridiculously fast Sky Dragoon).
Last Breath Bullet: If you get defeated, you can still fire at enemies for a short period before your car goes down.
In stage T, you save the kidnapped scientist, who was forced by the terrorists to build a powerful laser weapon with which to incinerate the city.
In stage U, you save the scientist's kidnapped daughter who managed to escape from the terrorists.
No Damage Run/Pacifist Run: The game rewards you with a Pacifist Bonus of 2 million points at the end of a stage if you don't fire any shots, AND avoid taking any damage. If this is done in the next stage, the Pacifist Bonus will then be double the previous amount, topping out at 20 Million.
Demonstrated here, in the first of a two part full Pacifist Run. Take note of the text commentary; while most of it is in Japanese, the player still lets out a Big "YES!" after a particularly tricky boss self-destructs.
Power Up Letdown: In stage U, your car gets a dual spread upgrade ("all gun barrels open"). This may be less than a good thing in some situations, as you no longer have a forward-firing shot and can find it harder to hit enemies from afar.
Rush Boss: The robot wolves. They take one hit to die, but you have to shoot each of them down in a very short time or else it'll pounce on you.
Shielded Core Boss: The Gyrohound helicopter bosses, such as the first stage boss (and the stage R Final Boss). They are protected by a forcefield which can take some damage, once you destroy the field, you will be able to harm the helicopter. The catch? The helicopter puts up the forcefield again as soon as it takes a single hit, or if you take too long to hit it. The good news is that said helicopters are three hit point wonders.
Time Limit Boss: All of them, actually. You have a timer of 10 that counts down every 5 seconds or so, once it reaches zero, the boss self-destructs and you don't get the bonus unless you succeeded in your Pacifist Run for that stage and battle (it's still considered a win either way, though).
Whack A Monster: One of two bosses for skyline stages is a giant airship whose guns periodically extend downwards to shoot at you. Destroy all of them to defeat the boss.
Wolfpack Boss: A literal example in the tunnel stages. A pack of robotic wolves try to rush into you, you have to shoot them to destroy them before they pounce on you. There's also the other type of boss for skyline stages, a large squad of jetpack troopers.
The Final Boss of stage P are three crane arms, similar to those you battled in the factory stages.
The Final Boss of Stage R (The terrorist leader) is a golden helicopter accompanied by two green ones
The Final Boss of stage Q (the terrorist adjutant) is a golden guy in a jetpack accompanied by smaller green ones.