Nephilim Shard
The Nephilim Shard is given to you by Duncan the first time you see him; immediately after you find Jaunty and the ten bird skulls.
Shadow Gun and watch
You find the Shadow Gun and Mike's watch in the sepulcher, which is where Duncan sends you. It takes a while until you get there.
Control loading screen
At the loading screen, rotate the Left Analog-stick or Right Analog-stick to make the words and the fire in the background move around.
Defeating most enemies and Bosses
Circle around the enemy or Boss by pressing either Left on both Analog-sticks or Right on both Analog-sticks. This will make you surround the enemy or boss while keeping your view on it. Then, shoot them with any weapon. If it flies press Right Analog-stick Down slightly, so you can watch it while it flies.
Change Background Color
On the loading screen you can play with the Shadowman logo by manipulating the left and right analog stick, and change the backround color by pressing the shoulder buttons (R1, R2, L1, L2).
