Rolling Thunder

* One of rolling thunder's more useful 'hidden features' is that it's actually possible to visit the ammo rooms more than once. Once you have stocked up on bullets from a particular room (for example, a Machine-Gun-Bullets room), go forward past the door approximately the distance of two jumps (ensuring that the door in question is completely off screen), then turn back, visit the room again, and find more ammo. The reason this works is because the game is divided into invisible 'sections' and once you cross a section boundary, the game forgets everything from the previous section.

* A step-by-step guide to one of Rolling Thunder's more impressive glitches :
1) In levels five and ten, once you get to a certain point in the level (around halfway through), you come up against two boxes stacked on top of each other (i.e. you can't jump over it), and a platform above you (on which you jump and continue to the RIGHT).
2) At this point, jump UP onto the platform, then position yourself at the very RIGHT EDGE of the railing on the platform (you can only jump up/down where railing is present) which should correspond to the very LEFT EDGE of the BOXES; then jump DOWN. This will put you at the very LEFT EDGE of the boxes.
3) Next, making sure not to move the joystick to the left, walk towards the RIGHT, hit the JUMP button, and you should find yourself 'caught' between the bottom and top boxes. Then jump RIGHT again, clearing the top box and landing on the ground. Don't fire at anyone, and don't panic, but simply go to the RIGHT watch yourself walk through everybody completely unharmed. You can simply walk past everyone until you reach the final, cloak-wearing enemy. Finally, providing you have properly stocked up on 'MG bullets' earlier in the game, simply hold down the fire button and kill the enemy. One final thing to note is that when using this method on level TEN, in that last area before the final arena, there are the 'stairs-like' hurdles, and on each of these steps, a white enemy will appear.
4) You have to be careful not to be in too much of a hurry, or they will follow you into the arena, where they can and will hurt you, or keep you busy enough that the guy in the cloak will. So make sure you have a little extra time to let those guys disappear off the screen (after you've made all of them appear) before going after the guy in the cloak in the arena.

* This is completely useless, but fun to do : at the end of each level there is this force field, which drags you through the door. Just before you get sucked in, turn your back to the exit and make low jumps (jump button only) while pushing the joystick towards the exit. This results in your agent jumping backwards a little every time. When the force field catches you, your character will appear to 'moonwalk' into the exit.