On the Title screen, press Right, Left, Down, Up, A, B and then Start
10 Lives (Player 2)
On the Title screen, press Right, Left, Down, Up, A, B, Select and then Start
Access Sound Test
On the Title Screen, hold down A and B then press Start.
Retain Old Score and # of Lives on New Game
At the Title screen, after you've beaten the game, press A and then start.
Retain Old Score on New Game
At the Title screen, after you've beaten the game, press A, B and then start.
Stage Select
Note: This applies to the Japanese version only. At the title screen, press and hold Down on the crosspad, while holding it press Start and immediately hold Select. If done correctly you should see the stage select screen.