After you defeat the last boss, you go to a room where you must run from explosions. Instead of running from it, just let your character get killed in an explosion. Then you will see a different ending.
On the last level. If you kill the scientists with guns, they will sometimes drop red potions. If you pick these up you will turn into a monkey. When you are a monkey you can hang on bars and hold your gun in your feet. To change back, you have to find a blue potion or die.(This only works on Metal Slug 4).
I stumbled upon this on accident. In stage 3 of Metal Slug 5 there is a pipe where a man hides and throws bombs. Jump off the truck onto the platform and kill the man. Jump into the pipe and move right. There is a different level in the pipe.
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