Level select:
Pause game play and press A, C, Right, A, B.

Unlimited health:
Pause game play and press B, Up, B(2), A.

Unlimited lives:
Pause game play and press B, A, B, Up.

Unlimited shuriken:
Pause game play and press Down, A, B.

Enable all codes:
Pause game play and press Right, Up, B, A, Down, Up, B, Down, Up, B.