Earthworm Jim

Buttville
Press: L, A, Up, R, A, R, A, Select.
(Thanks to Saria Dragon)

Down the Tubes
Press: Up, L, Down, A, R, A.
(Thanks to Saria Dragon)

For Pete's Sake
Press: R, L, R, L, A, R.
(Thanks to Saria Dragon)

Level 5
Press: R, L, A, B, B, A, L, R.
(Thanks to Saria Dragon)

Level Select Code
Press: Right, R, B, A, L, L, A, R.
(Thanks to Saria Dragon)

Snot a Problem
Press: R, Up, Select, L, R, Left.
(Thanks to Saria Dragon)

What the Heck?
Press: Select, R, B, Down, L, B.
(Thanks to Saria Dragon)