Extra continues
Press Left, Left, B, B, B, C, C, C, Start at the title screen.
(Thanks to Sui)

Final Boss Duel
When you get to the final boss playing 2-player mode, have one player choose “Yes” and the other choose “No”. You will be forced to duel against each other.
(Thanks to Sui)

Get Bad Ending
Choose to be Mr X’s right-hand man the first time you meet him. Then complete the game.
(Thanks to Sui)

Level and Lives Select
Go to the Main menu. Hold down A + B + C + Right on controller 2 while selecting Options on controller 1. You can now select how many lives you start with and which stage to start on.
(Thanks to Sui)

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