First Cave
Left-hand wall as on your way to the hermit’s cave.

Yamashita Farm
At the end of the farm near the water.

Egg Corridor
Near the entrance of the Egg Corridor.

Egg Corridor
Above the first save room entrance.

Grasstown
Near the first section of the stage an alcove above next to where the star block and big jellyfish lie.

Grasstown
Inside the room called the Execution Chamber.

Sand Zone
In the top-half section of Sand Zone near the sand traps, star blocks and Polish (The floating face enemies that split into mutiple smaller versions of themselves.)

Sand Zone
In the end of a long secret passage corridor close to Jenka’s house an just below the two moving blocks that were dispelled after the fight with Omega.

Labyrinth
Halfway up the first room of the labyrinth, just before the moving blocks.

Plantation
In the top-left most quadrant of the Plantation.

Plantation
After gaining access to the Final Cave, jump off the rocket and make your way over to Jenka’s dog, Hajime, sitting on the platform just before you enter. He will give you a life capsule, and a life pot as well if you don't have one.

Bonus Life Capsule
Located in the Sacred Grounds secret stage as you make your descent from first area.

Max Missile Expansion Locations

Grasstown
Right above the building with the motorbike outside/door that needs to be destroyed by a bomb.

Grasstown
Inside the grasstown hut just above the shelter where Kazuma was locked in.

Egg Corridor?
After returning to Egg Corridor. By the sky dragon in where egg 12 used to be.

Egg Corridor?
After returning to the Egg Corridor. Inside the Egg Observation Room?

* Bonus Missile Expansion
Located in the Sacred Grounds secret stage in a chest hidden in a single star block located high on a ledge just before the room with Heavy Press boss fight.

Jenka's Puppies Locations

Hajime
Next to the bed inside the Sand Zone Residence where Curly is.

Mick
In the end of a long paw print-marked secret passage corridor close to Jenka’s house an just below the two moving blocks that were dispelled after the fight with Omega.

Shinobu
In the bottom half of Sand Zone. Jump along the ledges with the *Parrots/Skulls* and eventually you will come to a small alcove with a secret paw print mark.. Go through and make your way over to the house that the puppy runs inside and enter. Once inside you will see the puppy to the right of the screen. Jump up from the left-side of the table and step right and you should land on an invisible platform. Align your position with that of the table below you and jump up from here and head left, the jump up and head right and you will get to the puppy.

Kakeru
In the bottom of half of Sand Zone. Run along the lower sand area and as you approach the end you will see the puppy. He will start running so you will need to time your grab as he runs by you.

Nene
Sleeping on the ledge next to the red flower storage at the end the bottom half of Sand Zone.