At the title screen press Up, Down, Up, Up, Down, Up, Right, A. Then press Start to start the game. Note: you will skip the main menu.
At the title screen, press Right, Left, Right, Left, Down, Down, Down, Up, Left, B. Your lives will go back to 9 when they run out.
Enter the following code at the title screen.....
Hold A + B + C + Left - then Press Start
If done correctly you should have access to any level you want