Black Turtle: Hit the yellow spot on the front of the helicopter eight times. You will probably not be able to keep pace with the ninjas, so focusing on destroying the helicopter as quickly as possible is probably the best strategy.
Mandara: Each statue must be hit four times. You must get close to them; the less distance the shuriken travels, the more you can fire during a given time period. When approaching the statues, jump and fire. (If you are walking, you will stop to fire, but if you jump, you can fire while still moving forward.) The closer you get to the statues, the more you will have to turn around as they advance. Since this consumes a lot of time, you should learn to position yourself so that you will not have to turn around more than three times. After you destroy the sixteen statues, a face will appear on the back wall. Hit it eight times in the forehead. Stand about an inch left of where the fireball hits the ground.
Lobster: Hit him in the forehead (when he lowers his sword).
Masked Ninja: First the Masked Ninja will have lightning around him. It will disappear for a short time. Hit him and then avoid him until the lightning shield disappears again. After you hit him three times, he will turn into a tornado. Crouch and hit him when he comes near (either by kicking, or with the chain). After you hit him three times, he will begin jumping around. Hit him in the air three times. (If you do not hit him in the air, he will generate a shadow when he hits the ground which will attack you until it's killed.) Finally he will charge you. Trap him against the left wall and attack continuously.