Cheat Menu
     At the Title screen, hold L + Z + C-Up + C-Down. The game will go
to  the Character Selection screen. Now press C-Up or C-Down to choose
a level. Also, you're 99% invulnerable.

Bazooka Cheat
     Press  R,  R,  R,  B, C-Down, Z, C-Left, L, to get the bazooka in
every level.

Hold More Ammo
     At  the  Character Select screen, press C-Down, C-Up, L, C-Right,
C-Down, R. If done correctly, you will hear a voice say Alright.

Play as any Boss
     At the Main Menu, press C-Up, C-Left, A, Left, B.