This is a gimmick exclusive to the Special Mode of this game. At the last scene of any given area in Special, you are implicitly given a special requirement as a "split" on the route - finish this requirement and you will go to a harder route, fail/ignore it and you will go to an easier one. For example, the route in this video, ABC: the first fork in the road is at the end of the first area in the elevator hall. If you defeat all the enemies fast enough, you'll catch the elevator and go to the first A area (Ballroom), but if you're slow you'll miss the elevator and instead go to the first B area (Shopping Mall). At the end of the first A area, you fight a boss. If you defeat it in less than 50 seconds, you will go to the second A area (Swimming Pool), but failing that, you'll instead go to the second B area (Arms Factory). Finally, at the end of the second B area, if you defeat all the enemies without blowing up the giant gas canisters, you go to the final B area (Lounge), but failing that, you'll instead go to the final C area (Parking Lot). All of the Areas have a requirement like this that splits the routes into two. It does give the Special mode a lot of replayability.