Buttville level:
Pause game play, then press L, A, Up, R, A, R, A, Select.

Down The Tubes level:
Pause game play, then press Up, L, Down, A, R, A.

For Petes Sake level:
Pause game play, then press R, L, R, L, A, R.

Level 5 level:
Pause game play, then press R, L, A, B(2), A, L, R.

Snot A Problem level:
Pause game play, then press R, Up, Select, L, R, Left.

What The Heck? Level:
Pause game play, then press Select, R, B, Down, L, B.