There are bonus stages in levels 2, 3, 4, 5 and 7. Most bonus stages require that you meet some condition and then fly into a seemingly solid area to enter the bonus area.
The information about the bonus stages are extracted directly from somewhere on the internet. Sorry but I really forget this is taken from where and writen from who, because it was very long time ago. Please let me know if 'you' are the writer, so I can put your name here. And of course 'you' preserve the right for this information to be published here or not.
Level 2 (condition: none)
In the second level before you reach the leader, there are two holes, one up and one down. A slightly different color enemy should come out of the bottom. Shoot him then go in the hole as fast as you can, if you do it right, you will be in a bonus level. (by Joel Welsh)
Level 3 (condition: must have destroyed all of the guns on the ground)
Fly up close to the low rock ceiling toward the end of the level right before the last "mountain".
Level 4 (condition: must have no power-up boxes lit at bottom of screen)
Fly into the back of the Moai head located in the middle of 3 heads toward the end of the level. This particular head will be facing away from you and all 3 heads are upright.
Level 5 (condition: unknown)
Fly through the fire at the corner of the inverted volcano just before the small passage which leads to the 2-headed fire dragon.
Level 7 (condition: unknown)
Fly through low corner just after the 4 turrets where your ship would normally have to cut diagonally upward.
For the exact positions of the bonus stage entrances wth screen shots. Visit this page. (HP of Mr. Taisell, Japan)