Ultimate Armor
1. On the main screen on X enter Up(2) and Down(9) you should here a beep and press Start.
2. On sigma Stage 3 go with regular X to the part where it is skipes caving in on you, go through and dwon the right side of the pit. Get the Ultimate Armor.

Black Armor
1. When you pick either Zero or X go on Zero and down(2) and up(9) you should here a beep and press start.
2. Look at Ultimate armor X #2 but use Zero.