Debug mode:
Hold Right and press B, C, B(2) at the main menu. Release Right and press A to display the debug menu.

Level select:
Enable the "Debug mode" code. Highlight the "Run Game" option on the debug menu, hold Left, and press B, C, B, C. Release Left and press A to display the level selection menu.

Invincibility:
Enable the "Debug mode" and "Level select" codes. Hold B and press Left, Right(2), Left at the level selection menu.

View FMV sequences:
Hold C and press Right, Left at the options screen. Release C and enter the "Sound Test" option to access the "Cinema Sequences" selection.