100 Missiles in Afterburner:
Get to the third level and press Left + X.
Bad/Alternate Ending:
To get the bad/alternate ending you must play the game up until June 31st, 1987. At the end of this day Ryo will get into bed and you will see this ending. An easy way to pass time is to keep failing the QTE at Zhangyu Barber's.
Shenmue Side Story:
Choose the Shots-viewer from the main screen and choose the Secret option to sort your photos. Once you complete a page of this category, you will unlock a comic book Shenmue Side Story which is selectable by picking the gift box in the corner.
View Shenmue on Sega Saturn Video:
Beat the game, and then save it when it prompts you to. From the main menu, go to ''Shenmue Collection'' and load your newly saved game. Go to ''YS GAMES'' and the first item should be ''CLASSIFIED IMAGES.'' Press A and you will be treated to a video of the original Shenmue on the Sega Saturn.