The Menhir Hills (debut)
The Iron Mountains
The Crows Nest (Final Battle again the Grolgoth)
Walking Missile's Abilities
In the Iron Mountains level, the shell gains the ability to walk along the walls; and this is used to climb along the outside of the fortress.
During the 2nd phase of the final level(The Crow's Nest), the shell gains the ability to fly (possibly from Ly). Here, you are to maneuver back and forth, collecting silver bullets, avoiding lava, and shooting the Grolgoth's hands.