Unlimited Lives:
While at the title screen press L, R, B, A, Z, Left, Right. 

Full Health and Ammunition:
While in game paly press A + B + R.

Faster Text:
Press Z to scroll the text dialogue quicker.

Skip Text:
Press A to bypass the current text dialogue.

All Weapons:
To get all weapons you must input the following code at the title screen:
Press Left, Right, Up, Down then, hold Z and press Right, Right, Left, Left

Level Select:
To gain access to the level select screen complete all of the following steps: 

     Step 1 - Hold Z and then press Right, Down, Down, Right at the title screen 
     Step 2 - Release Z, then press Right, Up, Down, Left, Left, Up, Right, Right 


                             Game Shark Codes

     Infinite Lives - 810E9652 0005 
     Infinite Health - 810E92D8 42B0 
     Infinite Ammo - 
          810E92E6 03E8 
          810E92EA 03E8 
          810E92EE 03E8 
          810E92F2 03E8 
          810E92F6 03E8 
          810E92FA 03E8 
          810E92FE 03E8 
          810E9302 03E8 
          810E9306 03E8 
          810E930A 03E8 
          810E930E 03E8 
     Have All Keys - 
          810E92E0 0101 
          800E92E2 0001