Invincibility
On the Options Screen, highlight the "MUSIC" sound test and play these songs in order: "He Runs", "Japonesque", "Shinobi Walk", "Sakura", and "Getufu". Exit the Options Screen and start the game, you will be invincible.

Unlimited Shurikens
On the Options Screen, set "SHURIKENS" to 00, then set "S.E" sound test to "Shuriken". Highlight "SHURIKENS" again and the 00 will change into an infinity symbol.