On the fourth mountain/platform, on the edge, you will notice some ammo, and a Super Armor floating down below the mountain/platform. If you stand around there, where the ammo was, the armor will be catapulted into the center of the mountain/platform.
On the fifth mountain/platform, go to the edge, as close as possible, towards the waterfall. Jump across the waterfall to register the secret passage secret. This can also be done by rocket jumping', but it can be done without it. Note that, at least in the HD version of the game, it is also possible to trigger this secret without jumping through the waterfall. Following the normal route and exiting from the first cave normally spawns a batch of enemies that disables #2, however by staying near to the right-hand wall as you exit the cave (and moving toward #3), you can bypass the enemy trigger and walk along the ledge until you register the secret passage secret.
From where you landed at #2 when jumping, go to the other edge of the waterfall, there is a Large Health there.
After the circular waterfall, before jumping down on the small lake with the Reebans, jump across the square hall and touch the wall to reveal a secret cavern with ammo, and enemies (Kamikazes on lower difficulties, or a Highlander on Serious Difficulty).
When you jump down the lake from the square hole from #4, from the doorway, turn left and go back into the water, behind some rocks is a secret Super Health.
After the lake, when you can see the circular waterfall again (before the Highlander miniboss fight), turn around, and shoot a rocket above the entrance. This will enable a teleport that will lead you to the other edge of the "room".