Airman-Wily stage 2 warp glitch
During the boss fight with Airman, use Item 1 so that the platform is created on the far left side. Jump on the platform, and you'll notice that it already becomes glitchy by not moving the Air attacks created by Airman. If you're in the correct position on the platform, as you go past the enterance to this room, it will act as though you just entered a door, and push you through the right hand side of the room. For some reason, this ends up being Stage 2 of Dr Wily's fortress, except that now all backgrounds/platforms are made up out of the backgrounds/platform textures of Airman's stage. IE they will be made up from clouds/skies.
Disapearing Enemy
In some areas of the game, if you see an enemy just on the edge of the screen and you move to the left then back, it will disapear and you won't have to fight it.
Infinite Quick boomerang, Metal Blade, and Bubble Lead
Select Quick Boomerang. Then shoot only 7 at a time. Press start and select Quick Boomerang again. It won't waste! Do the same thing with Metal Blade except only shoot 3 at a time and with Bubble Lead only 1 at a time.
Turn Stars Into Birds
At the Stage Select Screen, hold down the A + B buttons and choose a boss. When the next screen comes up that displays the boss and his name, the stars in the background will turn into birds.
Warp to Wily Stage 1 from HeatMan's Stage
This glitch occurs while fighting HeatMan, and you need to have Bubble Lead weapon (to make it easier). In one of HeatMan's attacks, he tosses three small flames at you. When he does this, use the Bubble Lead twice so that two bubbles are on the screen along with HeatMan's fire sparks. Before the Bubble Lead hits HeatMan, jump towards the gate you entered the room in and as you touch the gate, get hit by one of HeatMan's flames. If done correctly, the gate will open and and transport you to the beginning Wily Stage 1.
Wily Stage 1 will not have its normal color scheme, but it will have the color scheme and tileset of HeatMan's stage instead. Once you manage to get here, you will be mysteriously hit by something invisible until you die. However, you will start at the beginning of this stage, and you will no longer get hit.