Press Left, Left, B, B, B, C, C, C, Start at the title screen.
Final Boss Duel
When you get to the final boss playing 2-player mode, have one player choose ''yes'' and the other choose ''no''. You will be forced to duel against each other.
Get Bad Ending
Choose to be Mr X's right-hand man the first time you meet him. Then complete the game.
Level and Lives Select
Go to the main menu. Hold down (A) + (B) + (C) + RIGHT on controller 2 while selecting Options on controller 1 (best if done with two people). You can now select how many lives you start with and which stage to start on.
Extra continues...