Stage 2:
At the main menu, press R, C-Right, Z, R, L, C-Up, C-Left, C-Up.

Stage 3:
At the main menu, press R, C-Right, C-Right, C-Right, R, C-Left, C-Down, Z.

Stage 4:
At the main menu, press R, C-Right, C-Down, C-Left, C-Right, C-Right, Z, L.

Stage 5:
At the main menu, press Z, C-Right, C-Down, C-Left, C-Right, C-Right, Z, L.