The first Metal Slug, to my knowledge, doesn't have a debug menu like the rest of the series, so therefore you have to use alternate methods to access these. Or just be a lazy ass and use the save states I slaved over to make.
What you'll need is Cheat Engine, and the patience to complete a few levels first, though it's not like the game is long, and make save states of each level (not necessary, but just helpful). In the first level and first scan, make your scan type "Unknown initial value," and once you reach the next level, make your next scan's type "Increased value by 1," and repeat until the results slim down. The level value should be like 16711939 or something among those lines. Just to be sure you've got it, decrease the value by one (be sure to freeze the value with the tick box) and beat a boss; if you're sent back a level, it works! If nothing's changed, then continue looking about until you get it.
With your level value, here's a list of all the areas you can visit! Of course, due to not actually checking, some of the mission values are probably wrong, but no big deal.
Mission 2. This begins with a soldier expressing fright at a Metal Slug, and once you leap into it several enemies rain from the sky. For some reason the Metal Slug can only aim upwards; the vulcan refuses to budge if you push it beyond 45 degree angles. There's a few floating objects, including an unused sandbag variant and a few boat floating in mid-air. The screen locks before the part where the second tank rolls in.
Mission 4. This begins with one of the boss tanks from this stage, but there's nothing afterward (literally, the sprites are missing for the cliffs and such) until the very end, where there's two small tanks and two soldiers.
Mission 5. This is pretty empty aside from the soldiers and occasional personnel carrier, but every weapon in the game is available, and you start the level parachuting onto the balconies, which is rad. There are also weird tan bars every now and then, which can be used as platforms if you can reach them. What's interesting is the turret at the start: a soldier will run in from the right and board it! They won't use it or move from there, however.
Mission 5. This is nothing. Literally. Nothing happens. The level starts and nobody appears. The door swings open, but that's it.