Level select:
Highlight Russia and press Right at the level select screen 
with the globe. Hold X + Down/Left before the Japanese 
mission details appear. The globe will begin to bounce 
through the levels. Release the buttons when a specific 
level is displayed to play that stage. 

True ending: 
As the shield generator is blown up on the final level 
(Japan), walk into the center of the explosion for a hidden 
level and the true ending of the game.