This guide includes the changes from the August 13 2018 update.

WASD for movement. (S crouches)
H for map/start
J to fire
I to alt-fire (won't do anything at the start)
K to fire missile
L to jump

The map will have a bevel for the area you are in at the time.

This is probably a complete list. You can end the game with 10 health and 10 missiles. There's no real need to collect everything. If you know how to fight the bosses, you could complete the game with the starting health/missiles, so this is just for completionists.

(I'm labeling these rooms for reference; the labels used are arbitrary, and do not reflect the order you visit them in.)

Room -1 (left of room 0, not on map): Up shot upgrade in plain sight after defeating the boss.
Room 0 (left of room 1, not on map): Missile upgrade (go to the left at the start)
Room 1: Crawlshot in the upper-right, beyond a shootable wall.
Room 1: Health upgrade in about the middle, inside a shootable wall. Needs the double jump.
Room 2: Health upgrade in plain sight. Needs up shot.
Room 3: Missile upgrade beyond a tunnel with a shootable wall in the middle. Around 1 screen down-right from the room 2 entrance. Needs up shot.
Room 4: Missile upgrade in plain sight when entered from room 3. Needs down shot and double jump.
Room 6: Health upgrade just below exit to room 7. Needs down shot.
Room 7: Health upgrade in cracked green block in ceiling. Start from the room 6 entrance, and take the lower path. It's where the green blocks end. Needs up shot.
Room 7: Health upgrade in the upper-right corner. Start from the room 6 entrance, and take the upper path.
Room 8: Missile upgrade in plain sight when entered from room 3. Entrance is a fake wall to the upper-right, behind the wall thing that shoots diagonally.
Room 8: Missile upgrade in plain sight about halfway through the room. Walls to right of it are fake.
Room 9: Missile upgrade above the entrance from room 8. Follow the platforms.
Room 9: Double jump upgrade in the upper-left corner. Start at the upper-right corner (exit to room 4) and go to the left.
Room 9: Not an upgrade, but there is a hidden exit to room A through a fake wall in the right side. Needs the down shot in the next room. Note that you can't get back until after you defeat the boss, so this might be a good time to backtrack.
Room A: Down shot. Enter from room B. (Yes, as far as I can tell, you do need to travel back the long way.)
Room C: Health upgrade in plain sight above the exit to room B.
Room E: Missile upgrade in the lower-right. Start at the exit to room F, and take the lower pah.
Room F: Health upgrade in the upper-left. Start at the entrance from room E, and take the upper path.

Boss 1: Stilt Cucumber. The area next to the door is safe. Wait for a break in the crawling things, drop down, fire at the boss, then move back to safety before either the crawling things or the boss comes back. You only have 3 health at this point and no accessible health upgrades yet, so play it safe. You can't harm the crawling things, so don't try. Use up your missiles first. It doesn't have that much health.

Boss 2: Scorpion eye. The fifth block from the left entrance is safe. This should place you directly between the two left-hand shots. Wait and see if the tail moves, or if the boss fires shots. Only attack if the tail moves; jump and shoot the tail. After a while, the boss changes the shot pattern. When that happens, move to the right one block and continue. (While you can use your new down shot to directly attack the eye, that will get you killed.) I think one hit is unavoidable here, when the shot pattern changes.

Boss 3: Steel Balls. This boss is only vulnerable to missiles, and you need to hit it 5 times. Spamming shots won't work either, you need to wait a second between each hit. I suggest standing on top of the destructable wall, and just hitting it once or twice each time it comes over.

Boss 4: Sweaty Tree. Get on top of the vine above and between the two wobbling things. (Not at the highest point, but slightly below it.) This is a safe spot. You can do so by waiting until both of the left vines have retracted. There are 2 wobbling things to destroy. To take the first one out, you can use alt-fire from this spot to attack it safely. For the second, wait until the vine tongue retracts, jump to the knee thing, and use alt-fire on the second wobbling thing. Return to safety if it looks like it's about to fire an eye bolt, or if the tongue is about to return.