In the original game and the Black version, if you walk run and jump through an alleyway near the entrance to Han's Bar, you can reach a hidden shrine featuring a large metallic X, and the Windmill Shuriken embedded in an accented X-shape carved on a nearby wall. If you interact with the X, it will fully refill Ryu's Health and Ninpo. This X is the first prototype design of the Xbox console shown off at Microsoft's keynote at the Game Developers Conference 2000, and the carved design holding the Windmill Shuriken is a stylized version of the final design for the Xbox. The prototype Xbox originally appeared as a collectible item in the game's E3 2003 demo. In the Sigma version, this X is replaced with a large black monolith with Team Ninja's logo on it, while the Xbox holding the Windmill Shuriken remains intact. The healing prototype Xbox would later reappear in Ninja Gaiden II.

In Ninja Gaiden Black, Ayane's kunai messages featured fully voiced dialogue, which was not a feature in the original version. In Ninja Gaiden Sigma, the text and dialogue that explained the controls were changed to reference both PlayStation 3 controls and altered mechanics.