Level select:
 
Pause game play and display the map. Then 
hold L + R and press Up, Down, Right, Left,
Up, X.


Unlimited lives:

Pause game play and display the map. Then 
hold L + R and press Down, Left, B, Left, 
B(2).

Unlimited energy:

Pause game play and display the map. Then 
hold L + R and press Down, B(2), A, Up, 
Left, Right.

Unlimited gloves:

Pause game play and display the map. Then
hold L + R and press Down, Right, Up, Right,
Left, B.