Cool Train: One of the bosses is a hovering locomotive with lots of gun turrets.
Cranial Processing Unit: Played straight with the first boss, as well as the crab boss. Their weak points are located in their head.
Degraded Boss: The trenchcoat-wearing cowboy robot minibosses appear in the final stage as a regular Mook and take a few hits to die.
Depth Perplexion: Seen particularly in the boss battle against the jetpack guy. The dynamite you pick up from the boss is able to affect him as well as the horse-riding Mooks who are much further behind.
Die, Chair! Die!: Most of the environments are destructible. Destroying things like tables can reward you with power-ups.
Divergent Character Evolution: Annie and Clint pretty much play the same, except that Clint's dodge roll goes a longer distance while Annie's directional jump takes her further.
Helpful Mook: Anything that throws dynamite at you- you can pick up the dynamite, and either throw it back or throw it at a stronger enemy.
Humongous Mecha: Several bosses, most notably the gatling-gun equipped boss of the first level, Carson City. He is at least twice as tall as the building on which you fight him.
Impractically Fancy Outfit: Clint has the standard poncho-and-cowboy-hat arrangement, but Annie has a fully-frocked ankle-length "high-class" dress and frilly hat. Doesn't slow her down at all, and doesn't even tear.
Instant Death Bullet: It takes one bullet to kill you, and if you get shot, you immediately collapse.
Killer Robot: Several of them. They usually take a long time to kill.
Limit Break: The Vulcan gun, which does extra damage, has a wide area of effect, and makes you temporarily invincible. You get it by shooting enemy bullets until you fill up the green meter at the bottom of the screen.