9 Continues:

On the Continue/Game Over screen, rapidly press START, and the number of Continues will go up to 9!
Select Stages and enter "Game Cheat Mode": On the title screen, press: L, SELECT, A, SELECT, R, A, L, SELECT.
Now, you can select stages by holding SELECT and scrolling with the L and R buttons!

Access All Levels:

At the title screen press L Button, Select, A Button, R Button, A Button, L Button, Select. The name of each level will appear under the word "Pitfall." Hold the Select Button and press L or R Button to scroll through the levels names.

Game Cheat "Phantom" Mode:

After opening Game Cheat Mode and selecting a stage, hold SELECT and move with the cursor. You’ll notice that now, you can fly around and pass through obstacles, just like a ghost, as long as you hold SELECT!!

Game Cheat "All Weapons" Mode:

After using Game Cheat Mode, during a stage, hold SELECT and press B. Now, you have 99 of every weapon!

Lakamul Rain Forest Level:

At the title screen press A, L, A, R, A, L, Select, Select, Start.

Code and Cheat Mode:

At the title screen press, L, Select, A, Select, R, A, L, Select.

Fly Mode:

Unlock code and cheat mode and then start a game at any level. Hold Select and press Down, Up, Right, or Left to move freely in the air or in the ground.

99 of Each Weapon:

Unlock the cheat and code mode and then start a game in any level. Hold select and press B during the game to get 99 of each weapon.