There are a total of 8 health upgrades you can find in the game, with two health upgrades in each floor. Most of them involve a challenge, like defeating enemies or solving a puzzle.

Finding all health upgrades will unlock the 'Healthy' achievement.

Health upgrade #1
A little after obtaining the plasma gun, you'll reach a room with a button behind a fence. Enter the door to the north. Activate the door and quickly pass the lasers to reach the health upgrade.

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Health upgrade #2
After unlocking the blast upgrade, use a blast shot to destroy the barrier.

Health upgrade #3
After turning the valves, you can access this area. Shoot the lever and reach the timed door as fast as possible.

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Health upgrade #4
Floor 2 - Enter the door behind the egg and you'll reach this area. You have to slide the battery past the obstacles and put it on the pressure plate.

Health upgrade #5
From the room full of oil and flamethrowers, go to the room in the south. Survive the gauntlet of enemies to get the upgrade.

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Health upgrade #6
To reach this upgrade, first you have to guide a electric orb north and then east to open an energy door. Shoot the lever and reach the timed door to the south and east. It's easier if you leave a teleport in the platform south of the generator before shooting the lever.

Health upgrade #7
From the north elevator, go all the way to the east until you reach a room with a vending machine. You have to complete the challenge in the next room to the east to get the upgrade.

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Health upgrade #8
Floor 4 - After defeating the Core boss, you can access the room to the north. Complete the timed door puzzle to reach the upgrade.