Early Footage

A lot of the game's early footage originates from its showing at Tokyo Game Show 2007, with GameSpot and Jeuxvideo covering the game. Thanks to @KingOfSuper for this info.

Players are given 99 lives for convenience. The weapon inventory is displayed opaque in the bottom-left, while in the final it is translucent in the top-right. It also does not show credits or prisoners rescued.
The TGS demo has no new enemies, and every instance of the arcing junk cannons have been replaced with a Di-Cokka. The front-facing cannon here is replaced by a Metal Slug.

The Di-Cokka filling in for the second cannon, and even the junk tower. Parachuting troopers are in both stall points as well in the demo.

The screen continues to scroll after it has been destroyed before it transitions to the next screen, showing terrain that is unseen in the final game.

The second area starts sooner, with a pipe in the foreground. The final has both prisoners on the higher platform, but this version places the first one next to the sandbag. He drops a gas canister here, and the third prisoner drops a Laser; in the final they drop a cat and a Drop Shot respectively.

Another Di-Cokka fill-in. The demo is missing the box on the higher platform.

The final encounter is yet another Di-Cokka, followed up by a Sarubia after it's destroyed. The demo appears to reset after the player exits from this screen.

Apparently this is entirely different from the final game, where the background is green and that rolling ball of death is orange. Or so I've been told!

Still the old-fashioned HUD.