Stage select:
Press Left, Up, Right, Down, Right(2), Up, R at the title screen while the phrase "Press start button" is displayed. The stage name will appear. Press Up and Down to select a stage.

Final stage:
Enter the stage select code. Then, press Left, Right(2), Up, Right(2), Up, Down, Right(2), Up, R. Press Up(2) to display the "Last Boss" stage.

999 lives:
Press Up(9), Right(9), Down(6), Left(7), Z, X, Y(3), Z at the title screen while the phrase "Press start button" is displayed. The opening theme song will restart to confirm correct code entry.

1,000,000 point bonus:
Finish stage 2-2 in under thirty seconds.