I beat the game!
I would put distinguished animations and audio for when you die because sometimes I can't tell if I died because a bullet hit me or if time ran out.
What I find fascinating is that the game is hard, but it isn't frustrating. I feel like every time I die that it is my fault, not because the game is tedious or broken. The "Around the World" guy stage 1-4 was the most difficult of the bunch, despite that I was compelled to finish it.
I noticed you made this with Game Maker, I could tell because I got an error.
I got it after I beat the 1000 knives guy. I'm gonna guess it's because the there was no enemy that existed when you go to the next room.
Variable obj_enemy.maxlife(100003, -2147483648) not set before reading it.
at gml_Object_obj_enemy_Create_0
stack frame is
gml_Object_obj_enemy_Create_0 (line -1)
Hopes that helps.