Unlock Opening Edit Function:
To unlock this, unlock all 42 characters. Then, beat the game with one character from each force.

Mutiple Red Hares:
To get multiple red hares go to Free Mode, then Yi Ling, then to The Campagain for Jing under Liu Bei's forces. When you start; defeat Cao Ren, Liu Du, Jin Xuan, Zhao Fan, and Xiahou Yuan in any order (this will help you advance to Guan Yu without having to fight). When you are by Guan Yu wait until he gets knocked off the red hare, then steal it and ride it around for a couple of seconds. (Make sure you cannot see Guan Yu when facing any direction or this will not work.) Then go back to Guan Yu where you can see him and he will be on a second red hare. Wait until he gets knocked off the second one then steal it and ride it like before and there will be a third one when you see him again.

Red Hare Saddle.:
The Red hare is the fastest horse in Dynasty Warriors 4. But if you don't want this cheat, and prefer to just knock off Lu Bu and Guan Yu from it, I guess that's fine. 
Well, go to the Battle of Xia Pi and choose Lu Bu's forces(required to beat Musou mode first) and DON'T KILL ANY OFFICERS UNTIL GUAN YU STEALS THE HORSE!! Then, kill Guan Yu and a message bar will appear saying 'A valuable item has been discovered' Go to where the Red Hare was originally and there will be a Red Box. Break it open and you will get the red hare saddle. After, finish the stage by killing Cao Cao.

Obstacles:
When dealing with magical obstacles; i.e.: boulders, floods, wind storms, kill the magician that made it to deactivate the obstacle. When it's military; i.e.: catapults, fire juggernauts, free-standing forts. Destroy it with your character attack.