keen, keys..... T-A-B     (Does not work in #6 - Aliens)

 -or-

Enter debug mode: A-2-Enter and type these while playing:

Code  = Action
------+--------------------------------------------
E-N-D = Stop game and save everyone (good ending)
F10-I = Free items
F10-B = Change color of border
F10-C = Current # of objects
F10-D = Record demo
F10-E = End level
F10-G = God Mode
F10-J = Jump Cheat
F10-M = Memory Usage
F10-N = Clipping off
F10-P = Pause
F10-S = Slo-Mo
F10-T = Sprite Test
F10-V = Extra VBL's (what is a VBL?)
F10-W = Warp
F10-Y = Show secret holes/steps
F10-F9 = Boss Mode.  Hmmm. 

Hex editing can be powerful, too:

Commander Keen 4:
Use pklite to decompress KEEN4.EXE and load your hex editor on it

For unlimted bullets:
Search for FF 0E D7 77
Change to: 90 90 90 90

For unlimited life:
Search for FF 0E E9 77
Change to: 90 90 90 90 

Commander Keen 6:
Uncompress KEEN6.EXE with UNLZEXE, then load the hex editor...

Unlimited life AND bullets:
Search for FF 0E 90 75
Change to: 90 90 90 90

Search for FF 0E A6 75
Change to: 90 90 90 90