A lot of them go for limited kills for the high score, though a few don't have this be plausible due to excessive inconvenience with mooks. (Chapters 7 and 8 in the first game due to Space Troopers in general, let alone in cramped spaces; Chapter 7 in the second game due to Zoda-Y's infinite Nocto spawning; and Chapter 9 in the second game due to both Mama (Bear) Scorpion's children shooting in addition to the Zoda-Y rematch even if Chapter 9 wasn't already an endurance fest in general.) Also, if I get to revisiting the past, there are a few things I have in mind already.
The entire dungeon of Chapter 9 in the second game is the highlight for me, of course, particularly with Zoda-Z's first phase being the biggest threat to a No Damage Run in BOTH games, including the Silver Jet Pack Jumper duo who is *STILL* more unfair by dint of involving cheap design. Even without that part, it does have to be seen to be believed.