To go to any level in the game, press Up, Down, Left, Right at the title screen. Repeat until you hear a tone. Then use the following codes to choose a level. Press A to go to the second half of a level.

Level Code

The Execution Place START
The Floating Island A, START
The Village of Decay UP, START
Town of Fire UP, A, START
Baron Rankle's Tower DOWN, START
Horrible Faced Mountain DOWN, A, START
The Crystal Forest LEFT, START
The Ice Slopes LEFT, A, START
Beginning of Castle RIGHT, START
Middle of Castle RIGHT, A, START
Loki DOWN, RIGHT, START