Walkthrough

Level 6: Mr. M. Last Boss

M will be driving a vehicle with a gun on it's front end. Jump on the gun and use high-kick to hit the spot of the machine that takes damage. Only jump off when electricity shoots up at you from below the vehicle, or when bullets come out of the top of the vehicle. Then repeat until "M" is dead.

Now you get the ending screen with you and Mary snuggling up.

(Alternatively if you went through the level select cheat you get a different ending where it says "Justice has been served. But who was the other one?")

There may be other ways of getting the alternate ending but I don't know what they are.