This is my Very Hard Mode run. I had already beaten the game in Hard Mode, and the only difference between the two is the number of save points. And also note that this is a beta version of the game, so some of the glitches I encounter may be removed in later versions, and certain save points will be removed and added. I actually suggested some of these changes.
The run was done in 27 segments. You can tell where the segments end and start because of when I shoot the save points, and there's usually some other indicator like the music starting over, the character moving slightly, and/or a full-screen flash. A few of the segments got screwed up a bit in the process of combining/compressing them, but I have a "corrections" video that shows all the parts that were messed up.
This video contains segments 1 through 5. Here's some comments on each segment:
1) 0:00 to 1:00 - Nothing really difficult here. I messed up when avoiding the spikes while riding the rising platform a couple times though. 2) 1:00 to 2:30 - The Mike Tyson fight is pretty luck-based, so I had to redo it several times. I got really lucky with this one though. Usually he goes off-screen during the third phase and becomes impossible to hit, but he didn't do that this time. 3) 2:30 to 3:55 - Some of this stuff was hard the first time, but once you know how to do it all, it's not much of a challenge. I did a crappy job of tricking the apples and stuff, but I think I actually completed this segment on my first try. 4) 3:55 to 8:10 - This was by FAR the hardest segment of the whole game. I really can't describe how horrible it was, but just watch the video and I think you'll understand. So many cheap kills and overly difficult tricks... plus a boss. And if that wasn't bad enough, you can die by touching the flashing red tip of the missile after the boss. I was sweating bullets at that part, but managed to make it. This was actually the first time I fought Birdo on Very Hard, so I was really lucky. 5) 8:10 to 9:06 - Meh... some of the stuff here was tricky (those spikes can be really hard to avoid sometimes), but nothing particularly noteworthy.