Enter the following codes at the title screen, you'll here a sound when you enter one in correctly
Infinite Lives - Up, Down, Left, Right, R1, L2, R2, L1.
Infinite Super Bombs - Square, Square, Right, Down, Down, Left, Square, Triangle
Machine Gun - Right, Right, Square, Triangle, Right, Left, Down, Down
Level Select - Down, Left, R1, R2, L1, L2
Hidden Character - Up, Up, Up, R1, L1, R2, L2, Down
Viiew FMV Sequences - Triangle, Triangle, Down, Square, Up, Up, Left, Triangle