Press Select at the "Dark Side Of The Moon" menu. Then, press L, Right, B, L, R, Left to unlock the "Build Secret Base" option. Enter the "Build Secret Base" screen, then press A and enter one of the following passwords.

All weapons
Enter WEAP as a password.

Unlimited ammunition
Enter AMMO as a password.

Invincibility
Enter GOD as a password.

200 health
Enter HEA as a password.

All keys
Enter KEY as a password.

Disable enemy AI
Enter FRE as a password.

Full armor
Enter ARM as a password.

Enemy on map
Enter MON as a password.

Coordinates
Enter COOR as the password.