Make your way back up to Brinstar, then go all the way back to Norfair. Once down in Norfair, we'll be going down to find a new area to explore, Ridley's Hideout. Below the elevator head right and cross the lava-filled corridor to reach the huge purple shaft. Drop down to the absolute very bottom of the huge shaft (remember to bomb through the "apparent" solid floor half-way down) then head through the door there.
Cross the long sea of lava in the next corridor, then drop down the next shaft and head right to find the elevator leading down. Ride it down to reach Ridley's Hideout, where you'll be treated to an unusual music theme. The last few items to be found in the game are here, as well as Ridley.
Go through the left door below the elevator to find a narrow corridor. Cross through the left door to find an identical room. In this room, shoot open the roof directly above the right door and jump up to find a hidden room. Go through the door on the left and cross the corridor to find a Missile Tank. Go back down to the narrow corridor and head left to find a long corridor filled with a multitude of enemies, but the Screw Attack will make short work of them all. If you go to the far left of this room, you'll find a high wall blocking the way, but there is a way around.
Go back right and find the first pillar of crumbling blocks from the right end of the corridor. Between this pillar and the next, bomb open a hole in the floor, then drop down and roll to the left to crawl under the wall.
Blow open the red door and head inside to find an Energy Tank in a narrow corridor. Be careful as the second and third blocks to the right of the tank conceal a hidden tunnel leading down, so time your jump to make it to the Energy Tank. At this point you'll have already found the maximum of six Energy Tanks, so this one will fill them all up. Once you've grabbed it drop down the hidden tunnel and head right at the bottom.
Cross the next corridor to find yourself at the top of a shaft leading down. Through the door on the right you'll be able to reach a Missile Tank, but you'll need to time your jump over the hole to avoid falling down the shaft, making this one of the hardest Missiles to reach in the game. If you miss it you'll have to come back around for it, so get ready for a challenge.
Special note:
Thanks to Floral Crafters for this handy hint which will help you get through the gap much easier. If you use the Bomb Jump Trick you'll have a better chance of crossing the gap. Set yourself up by activating the Morph Ball and sitting on the second block from the edge on the platform you'll be jumping from. Plant a bomb here and quickly roll over to the block at the edge of the platform. Once the bomb detonates it'll propel you over into the gap, where you'll need to quickly press Up on the D-Pad when Samus is in mid-air. Once she stands up, press A to jump up in mid-air and hold right to hug the wall on the opposite platform. If done correctly you should be able to sneak into the opening on the right without any trouble.
Once you've got the Missile (or couldn't be bothered trying to get it), drop down the shaft and head left. Cross the next corridor's sea of lava, then head through the door at the end to face Ridley.
Like Kraid, Ridley will stay up on his platform for most of the battle while flapping his wings to jump up and down. He'll also often spit out five small fireballs that fly about at Samus, you can easily freeze them with the Ice Beam. Doing so will stop Ridley from spitting any more fireballs until they unfreeze and hit a wall. You can by all means use Missiles against Ridley, but instead we'll get our hands dirty again. Jump up to his platform and activate the Morphing Ball, then begin your barrage of bombs. Plant them all over Ridley, but don't worry about losing health. Whenever he spits fireballs stand up and freeze them. Continue your assault of bombings and you'll beat Ridley in no time. Once he blows you'll receive an extra 75 Missiles.
Now there's only two more items to find before leaving. Shoot down the door on the left side of Ridley's room with 10 Missiles, then head inside to find a sea of lava leading left. Most of the lava's fake and you can stand on it, cross the corridor to find the final Energy Tank in the corner, grab it to fill up your energy. Leave this room and cross the series of corridors on the right until you reach a large shaft leading up.
Drop down to the bottom and head left to find a corridor filled with enemies. Head left to eventually find the last Missile Tank, once you've grabbed it you can finally leave. Go back to the shaft, climb up to the top and head left to eventually reach the elevator. Travel back through Norfair and up to Brinstar.