All Weapons:

At Title screen, press Up, Down, Left, Left, Circle, Square, Triangle, X, X, X, Left, Up.

View FMV:

At Title screen, highlight the "Bonus Mode" option. Hold L1 + R1 and press Start. Now an "Animation Test" option will appear under "Voice Test" at the "Bonus Mode" menu.

Nine Lives:

Get the exit and go to Clown man’s level. Kick the mega ball into the clown face on the arch at the beginning and an extra life will come out. Exit and do again and again.