Alternate costumes - Collect all 30 Elephant Statues to unlock new costumes for all four characters.
Goemon New Age Shutsudou! reference - In the second town's underground prison, New Aged Goemon can be found occupying the second jail cell for his "crimes against the Goemon franchise."
Mystical Ninja history - Have the Game Boy Advance game Kessakusen! Ganbare Goemon 1+2 also inserted in the GBA slot. 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 also inserted in the GBA slot. Space-Manbo will now be unlocked at the mini-game menu.