Cheat Mode:

At the main menu, press X, Y, White, Black, X, Y, X.

Extra Damage:

At the main menu, press X, Black, X, Y, X, White, X

Invulnerability:

At the main menu, press White, X, Y, Black, X, Y, Black.

Win Level:

At the main menu, press X, Black, Y, Black, X, White, Y.