Extra lives:
At the title screen, press Up, Up, Up, Up, Down, Down, Down, Down, Left, Left, Left, Left, Right, Right, Right, Right, Start.

Sound test:
At the title screen, press Up, Down, Left, Right, A, B, Start at the title screen.

Unlimited lives:
Enter B32R as a password.

Level skip:
Enter H2F2 as a password, then press Start to advance to the next level.