At the title screen press:
Up, Down, A, A, B, Left, Right, A, B, Up, A, Down, Right, Right, Left, B, Up, Left, A, Right, B, Left, Right, A, Left, Up, A, Down, A, Right, Left, B, and finally press Start (do this quickly, before the demo starts playing). While the plane is landing press A or B to choose your level.
In a 2 player, when you see a tank or a helicopter, both players should position their characters near the tank or helicopter and press A at the samt time. Instead of only one player getting the helicopter or tank, both players get one!