Level select:
Select arcade mode. Hold Down/Left + B and press Start at the character selection screen. A number that corresponds to the starting level will appear in the upper left corner of the screen. Use the D-pad to change this value.

Nine continues:
Select arcade mode. Hold Down/Left + A + C. Release the buttons and press Start.

Two player mode:
Press Start on controller two in arcade, beginner , or duel mode.