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Secrets brought to you by 
Hidden Windmill Shuriken
This secret can be found just outside of Han's bar. If you are lucky enough, a hint in the form of a pink Kunai scroll will tell you to look for a special weapon left behind in an alley that "only a Ninja can get to". You can find this "alley" right outside of Han's bar to the left. After defeating the ninjas outside, turn to the alleyway and look up. You will see a series of blue strips throughout the alleyway in which you can use to run back and forth about the alley. Do this, starting with the first strip just outside of the alley, and then jump to the second and finally the third strip, all the while running along the wall. Once you hit the last strip, jump to the ledge right across from it. Here you will find the Windmill Shuriken embedded in the wall, and an "X-box" symbol that revives your KI energy and your life. Once you've taken the shuriken you can continue on with the mission with a new deadly weapon at your side. Good luck. Doesn't work in hard mode.
Play Japanese version of Arcade Ninja Gaiden
After unlocking the arcade Ninja Gaiden at the main menu, change both text and speech to Japanese, and you will be able to play the arcade Ninja Gaiden in Japanese.