Level select
Wait until the red distorted title screen appears, then press Down four times. Wait until the small triangular icon for the one or two player selection appears, then press Up, Left, Down. Finally, hold Right and press Run.
Level select (alternate)
Wait until the red distorted title screen appears, then press I, II. Wait until the small triangular icon for the one or two player selection appears, then press II, II, Finally, hold I and press Run.
Turbo fire
Wait until the red distorted title screen appears, then press Up, Up, Down, Down, Left, Right, Left, Right, II, I, Run.