Just a side note: if you shoot Sonia with your bow, you will get a game over!
Anyways, get the item off of the dead remains of Alexei.
Now start heading down the path, go through the door, and keep on until you reach a Muramasa shop.
If there is anything you do not have, you should probably buy it now. Go through the door next to the shop. Kill all the lance guys then go through the next door. Save the game and go through the next door and you will come to a water area.
There are quite a few alligator like monsters in the water, so be careful. Once you get to the door on the other side get the items to the left and right of it.
When you're ready, open the door to start a boss fight. After you beat this fight, you will fight another boss. Once you beat them, go through the shiny gateway that opens up.
Now save the game, and buy absolutely anything you do not have at Murumasa’s shop.
When you're ready, go to the gate to continue.
Fight your way to the end of this fairly short trail, and you will then start the last three boss fights.
Once you beat the first of the three last bosses, you will have to run up the path on the side of the room a little ways before the next boss fight will start.
To beat the Archfiend, shoot it with a fully charged shot from your bow in its head.
Now you can shoot the orb in its chest until the orb loses its blue charge.
Once the orb is no longer blue, you must shoot the Archfiend in the head again. Just keep doing that until it dies. Occasionally, you will have to climb up a ways before you continue the fight.
All that is left, after you beat the Archfiend, is to beat the last boss. That's it, you just beat Ninja Gaiden 2!
After the credits are over, you can save the game. If you load that save, you will start the game over with everything you have including your weapons.
If you had auto save on you won't be prompted to save after the credits, the game will do it automatically.