Continue: when the game ends, press Up and A at the same time before pressing Start.
Unlimited continues: Up, Up, Down, Down, Left, Right, Left, Right, A, B, start at the title screen.
Sound test: Up/Right + Start at the title screen.
Battletoads and Double Dragon
5 Lives: When player select screen appears, hold Up, A, and B, and press start.
Note: Must be done at continue screen if you want more lives.
Sound test: Hold Start + Select at the title screen and reset the NES.
30 lives: On title screen use the Konami code.
Bonus Game: While on the ship, Hold A and press B 55 times. A sliding number game will pop up on the screen. If you complete it, you get 100 gold!
Continue: Continually press your fire button at the game over screen.
Sound Test: when screen says "Tecmo Presents 1989", press and hold Left, Down, A, and B, and press start.
Stage Select: Start the game and select a car. Now, press B one time less than the course you want. Now, hold Up+Right and press START. Pressing B 60 times should (should) show you the final scene.
Continue Code: After losing a race, hold A and press START to try again.
Drive in Total Darkness: When the Title Screen appears, press B 8 times, then press and hold Up+Right. Press START; now you may play the same courses in total darkness.
Continue: At the GDV screen, hold Up, A, and B, and press start. (I dont know about the B though...)
10 lives: Right, Left, Down, Up, A, B, Start on title screen.
Sound Test: On title screen, hold A + B, and press start
Super Mario Bros.
Continue code:  When you return to the title screen, hold A and press start and you will continue in the world you died in.