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If you're wondering where Emma-O and Amaterasu appear in the game, here is the answer: Emma-O, God of the Underworld, appears at the end of the "Pit Stage" that you go to if you fall down a hole, and he will decide Kagekiyo's fate when one of the eight boxes surrounding him is opened. The result of this is usually instant death, but he will sometimes choose to warp Kagekiyo to the next stage instead.

Amaterasu, the Sun Goddess, appears in the "Bonus Stage" that can only be reached if you enter the third Torii at the end of the third stage. She flies around at the top of the screen dropping powerups on Kagekiyo, who has to collect as many as he can before the music ends (especially the brown ones that can only be found on this stage - they increase his energy capacity).