At the game over screen, when the character stops talking, hold Select and then press Start. This can only be done 3 times.
While playing hit A and B at the same time on the second controller. This will kill Karnov.
At the title screen, hold right, select, A, and B at the same time on controller 1. On controller 2 press A the number of times equaling which stage you want to go to. Then press start on Controller 1.