Level select:
Press C, A, Left, Right, B at the "Game Start" screen. Dynamite Headdy will say "Nice" to confirm correct code entry. Press Start to display the level select menu.

Head check:
Highlight the "Options" selection at the title screen, then press C, A, Left, Right, B. Dynamite Headdy will say "Nice" to confirm correct code entry. Press Start to scroll through all animations in the game.