Hunt for Red October
25 lives

On the Map Screen, hold A and B, then press SELECT, UP and DOWN.

25 Missiles

On the Map Screen, hold A and B, then press Up and DOWN.

Stage Select

On the Titile Screen, press B, SELECT, LEFT, RIGHT, then START. The message "Starting World: 1" will appear. Change the Number by pressing LEFT/RIGHT, then press START to begin.

Hyper Lode Runner
Advanced Players Stage Select

After you have completed 50 levels, you can enter "Q M O 3 8 8" as your password to go back to see any of the previous levels.