At the title screen, hold Start and press Y, A, B(2), Y, A, X, B, X, B to enable cheat mode. Press X to display the level select screen. The following codes may now also be entered:

Level skip

While playing a game, hold L + Start + Y.

Invincibility

While playing a game, hold L + Start + X.

All inventory, weapons, health, ammunition

While playing a game, hold L + Start + A.