This only works when you choose a horse at the inventory screen. While in the battlefield, when you are leaving your horse at far distance, press Down to have your horse return to your side. Note: Your horse might not be unable to reach you if there is an object blocking its way.
Enter Free mode and choose the Battle Of He Fei Castle scenario under the Chaos difficulty setting. Have player one select a maxed Zhuge Liang and have player two select whoever you want to acquire weapons or level up. Have both players choose a quick horse with "Acquire Weapon" skill (for example, Auburn King for his "Steel Hoof" skill for charging into crowds). Zhuge Liang must be equipped with a 90+ weapon that has Ice element, Flash, True Musou, Air Wave and Mystic Seal. Having the Flash property is vital as it will immediately cut down enemies. Start the game. Have player two ride and jump into the pool of water below the belt trap where you cannot be harmed. Have player one charge towards Sun Quan's boats and ride onto the middle one (the boat just east of Sun Quan's). There is a Hua Tuo's Balm that can be found in an urn at the southeast corner of the boat which will fill your Renbu and Musou gauges. Ride as near as you can to Sun Quan without getting knocked off your horse. Because you are using a maxed Zhuge Liang, make use of the special start tome to soften him up. As your fire special attack is going off, pad your damage using your power attack, which will also clear out enemy officers and give you more chance to open up on Sun Quan. Just as your special ends and Sun Quan is getting back on his feet, dismount and unleash your Musou attack on him. Atthis point he should be close to half HP if not less, and finishing him off is easy. If he jumps or evades and is still standing after your Musou finishes, either bash him with your normal or power attacks or refill by attacking the crowd who, because of your fire special, are nearly dead. All of this will require about one minute. All three objectives will be completed and you will btain four weapons for each character, plus gain some levels for one who is not at the maximum. It is possible to do this with Zhuge Liang at lower levels, but it is important that if you do attempt it that you have the 90+ weapon mentioned as well as the following skills: Infinite Renbu, Flame, Hellfire, Stamina and Special Start.
Use the following trick to level up your level 1 characters to near level 10 fast. Get a level 50 character (Lu Bu recommended) and make sure it has the best horse in speed attributes. The weapon must have Flash and an element. Select the character you want to level up and do not give him any horse. Choose the Battle Of He Fei Castle: Wei's side. Have player two go to your main camp and player one strike directly at Sun Quan's boats. Kill Sun Quan. All three targets will be completed and character may level up.
When you reach level 10 to 15, you can start leveling up your character for yourself, with no need for player one to level up. Select the Battle Of Chang Ban: Wei's side. Begin with a fast horse and get to Liu Bei and the others as fast as possible. Massacre on everybody there. Get the pouches and you will level up fast. Note: Do this trick with one person alone. If done with two players it will be more difficult. For great results, do this with more advanced level characters; it is almost impossible to kill everybody with a lesser level.
In the Battle of He Fei: Sun Jian's side, have player one go to He Fei West Castle as fast as possible and kill Cao Pi while player two (with an advanced level) goes to Chao Hu West Fort. Find its location by the Battleground in the pause menu. Conquer it while player one slaughters everyone at He Fei West Castle. When the two bases have fallen, have both players massacre every little enemy unit until the only remaining is Cao Cao. Then, just kill him.
On the 'Battle Of Guan Du' scenario, play as the Cao Cao force and make ure thatYan Jin and Bai Ma do not fall. You will need a powerful character that can defeat enemies fast. Make sure to have Renbu Bag, a long Musou gauge, and a fast warhorse. The enemy officers will attempt to siege Bai Ma and Yan Jin at the same time. Move between them as quickly as possible to aid the guards. If either falls at any time during the battle, the target is a failure. Keep the enemy back and defeat Yuan Shao as fast as possible.
During the 'Battle Of Guan Du' scenario as the Cao Cao force, play as a strong character with a fast horse. Go straight towards Yuan Shao, jumping down the cliffs and ignoring Yan Jin and Bai Ma. Kill him immediately. If done correctly, you will kill him before either fort falls. You will have completed the third target and Yuan Shao will be unlocked.