When your down to your last life on arcade mode press start on controller 2. This starts you off on player 2's controller when your in a tough spot, giving 3-5 new men. This is helpful for Mission 5 or some of the harder bosses. If you're quick enough you can die on the player 1 controller and press start on controller 2 and still continue. The only flaw to this is you wont be able to select the same character you had as player 1.