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

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

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

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

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