Four screen mode
Press Up, Right, Down, Left, Run at the "New Game/Continue" screen.
Level select
Press Up, Left, Down, Right, Run at the "New Game/Continue" screen.
Sound test
Press II, Select, Up, Run at the "New Game/Continue" screen.
View ending sequence
Press Up, Up, Down, Down, Left, Right, Left, Run at the "New Game/Continue" screen.