Unlimited continues:
Press Y, Down, Up, L, R(2), L at the title screen.

Level select:
Press Y, Down, Up, R, L(2), R at the title screen.

Weapon select:
Press Y, Down, Up, L, R, L, R at the title screen. Hold A + C and press Y during game play to switch to the next weapon.

View FMV sequences:
Press Y, Down, Up, L, R, Down at the title screen.

Sound test:
Press Y, Down, Up, L, R, Up at the title screen.

FX test mode:
Press Y, Down, L, R, Up at the title screen.

Contra mini-game:
Enter the small house at the end of stage two. Stand in front of the arcade machines to play the Contra mini-game.

Bonus mini-games:
Press Y, Down, Up, L, R, Left or Y, Down, Up, L, R, Right at the title screen.