Successfully complete the game to unlock a stage selection option.
Find all lost items to unlock Dean "Max" McGregor.
When fighting a firestorm or any other major fire, aim for the base of it and keep moving. This will almost ensure that you will not get hit by any flying cinders or flames.
To see and avoid backdrafts, look at the bottom of doors to see if there are flames coming out. If you see flames, be careful when opening the door, as there is no way to fight a backdraft. However, do not completely forget about those doors because there are lost items sometimes in the rooms. Also, when you see a room that will backdraft, upon opening it quickly press Dodge (X) + Left or Right to get out of the way.
This might take a few attempts. Stand in front of the door (with yellow smoke coming out from under it) and press Circle. As soon as the door opens one quarter of the way, press X + Left or Right. If done correctly, you should narrowly escape the flames. This technique is especially useful when you have no choice but to open one of these doors. There are usually switches or lost items behind these doors.
In some levels, there are some tiles that have cracks in them. Avoid them. When you fall through them, you will suffer damage and are set on fire.
When a sprinkler is activated, stand under it for at least thirty seconds. Your fire gear will absorb some of the water. When you leave the sprinkler area, your HP gauge should still be flashing blue. When you now catch fire, the damage is not as great. Note: When you come into contact with fire, the gauge will return to normal and you will have to repeat this.
While running, tapping the dodge button (X) to make Dean lunge forward. Keep pressing it and you will reach your destination much faster.