Bahamut ZERO is earned in one of two ways. Either you collected all four Huge Materia during the story and both Bahamut materia, or you didn't.MISSED A HUGE MATERIA OR BAHAMUT
If you missed any of the above, go to Bone Village after the raid on Midgar. Search for Good treasure and set people up just to the right of the shop. When the bomb goes off, they should be looking at something that is to the right of the shop, up and left from the nose of the broken jet, and between the first and second bones of the skeleton. Dig here for Bahamut ZERO. If it's further down or right, it's something else entirely.MATERIA COLLECTION
Bahamut is obtained after the Red Dragon fight from the Temple of the Ancients, and has a separate achievement attached to it.
Neo Bahamut is obtained in Whirlwind Maze, shortly after Tifa forces herself into the party. On the same screen as the save point, this red materia is partially obscured by a rock. Both Bahamuts are missable, so if you missed one, refer to the above section.
After you have the Highwind, the story focuses on the Huge Materia. The first two materia are obtained when Cid is the party leader.COREL
Land near North Corel, then make your way back to the reactor through Mt. Corel. Equip your best Lightning materia before continue. Once you defeat the enemies and stole a train, you'll have ten minutes to catch up and stop the train with the Huge Materia. Alternate between
, you should have a feel for the rhythm soon enough. Once you're on board, there is a fight per car. The first two aren't noteworthy. The third, Wolfmeister, has 10,000 HP and high defense. Use Aqualung or Leviathan if you have it, and otherwise any magic. The fourth, Eagle Gun, is a mini-boss weak to Lightning, so Magic Breath, Bolt3, Trine, Bolt2, or Kujata are all good choices.
Once you're at the engine, take care of the generic enemy, then use
to bring the train to a stop.FORT CONDOR
Once inside, exit the screen to the upper left to be in a shack. Talk to the man to start the Fort Condor minigame, but your best bet is to just turn the speed on high and do nothing. If the enemies reach the shack, you fight the commander, who is pretty pathetic at this stage. Beat him down however you want, then go outside and get the Phoenix materia. Speak to the old man at the table inside the fort and he'll give you the Huge Materia.
The next two are obtained when Cloud is the party leader.JUNON
When running through Junon previously, there was a gray corridor. Go down that path and enter the door in the side at the bottom. Follow this path through, and at the save point, equip as much Lightning materia across the party as possible. You'll get in a fight with Carry Armor, which can be a major challenge. The arms have 10,000 HP and should be your first priority. The arms can grab a character and remove them from the fight until they or the arm in question dies. Be prepared to revive someone if the arms grab them, because you don't want to ease up for a second.
Grab all three chests in this area before you approach the submarine, as you can't return here. The Battle Trumpet is alright, the Scimitar is one of two triple growth weapons in the game, and Leviathan Scales are used to get Yuffie's penultimate weapon.
Save inside and take the crew hostage. Take note of the controls, and the most important thing is that when the submarine section starts and the camera pans around to be fancy, you can immediately hold
to gain on the sub and spam
to unload torpedos. It's entirely possible to have this section done in 15 seconds.
Once you're back above water, get back in the submarine, dive, and head south to find the crashed Leader Sub with the Huge Materia.SPACE
Starting in Junon, go back to the airport to see planes taking off, which prompts you to go to Rocket Town. Go to the rocket and fight your way onboard. Once at the Huge Materia, you will need to enter a passcode with no idea what it is. As you keep trying more, Cid will start giving hints as to what it is. You can puzzle it out if you'd like, or the code is listed below.
Once you come back from space, you're prompted to go to Bugenhagen at Cosmo Canyon. Climb back up to his observatory, and after a few scenes, the Huge Materia will be on display. Interact with the blue one in the bottom right and select Get Closer to obtain Bahamut ZERO.