After the credits are over, at the "END" screen, hold I + II + Select.
At the PC Engine CD boot screen, hold Up + Right + II and press Run. From now on, hold the buttons until I mention to release them. Wait until the "Kogado" logo disappears and the opening begins. When the temple starts to crumble, hold Run. It will go to the title screen and automatically choose "Start". Release Run and at the intro, press Run to skip it and go to the game. Once the game starts you can release all the buttons. Now, while playing, save your game (press Run, choose last option, then the first one 2 times) and Reset the console. Get to the title screen again, but this time choose "Continue". If done right, when you select the first save slot, all scenarios will be available. This code can be a bit tricky to do. I've repeated the exact same operation several times and sometimes it works and other times it doesn't.
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