This is story related and cannot be missed. There are five levels in this game, and you have unlimited continues, so this should not pose too much of a problem. Be sure to collect Spirit Balls so that you can transform into a beast, otherwise the boss battles will be very difficult. Here are the videos for all five bosses in the game. Note, there are SPOILERS in the videos.

Videos made by Nururaaka.

First boss:

Second boss:

Third boss:

Fourth boss:

Fifth boss:

Simple. Start a game on each difficulty, which are Easy, Medium, Hard and Hardest. Once you start a game on a difficulty, exit out of the game and choose a different difficulty. After you have picked all four of them, you get this trophy.

(missable!)

As the trophy says, you need to get 350,000 points. If you are fully powered up when you first meet Neff in the stage, you will get 100,000 points after defeating the boss. If you are powered up when you meet Neff the second time, you get 50,000 upon defeating the boss. If you meet Neff the third time, even if you are not powered up, you only get 20,000 upon defeating the boss (thanks to jadedxspawn for this information). Aim to get fully powered up when you first meet Neff in at least three different stages so that you can get 300,000. The other 50,000 points should come naturally. Even when you lose all of your lives, when you continue, you keep your score.

(missable!)

This trophy can be tricky. You must reach the third stage without dying. To make this easier, put the game on Easy with 5 Energy Bars, and abuse the save state function. Remember that your life meter does not replenish after completing a stage and that there are no health items in the game. Save after each enemy encounter, and if you get hit, reload. Be sure to get all 3 Spirit Balls in each level. See Complete the Game for videos of the boss fights.

See Points III.

This is story related and cannot be missed. You encounter this boss at the end of level 3. See Complete the Game for a video of this fight.

This is story related and cannot be missed. You encounter this boss at the end of level 1. See Complete the Game for a video of this fight.

(missable!)

You have to kill 30 two-headed wolves in the SAME playthrough. White wolves do count for this trophy. Be aware that when you are fully powered up, and you turn into a beast, two-headed wolves stop appearing and once you encounter Neff, the boss battle begins. To give yourself more wolves to kill, do not get the third Spirit Ball, and the stage will continue for a while longer. Be careful, because once you encounter Neff for the third time, you will fight a boss battle even if you are not fully powered up. You should aim for about 10 wolves per stage, as this will give you more than enough for this trophy, though you should try going for this after getting the Untouchable trophy.

You must play an online co-op game. You will get this trophy once the game starts. If you need a partner, you can check the co-op thread, located here, to find one.

See Points III.

(missable!)

You must defeat three white wolves and collect their Spirit Balls. You cannot miss one to get this trophy, so it is best to use the save state function. It is easiest to do in the first stage, but be aware that the third white wolf in this stage comes from the left of the screen and jumps onto the pillar. Note, you cannot get this trophy in co-op.

Simple. Defeat a white wolf and collect the Spirit Ball that floats towards the top of the screen.