Action in New York.

Start on level 4 with 12 lives

On the Title Screen: Hold A + B + Up on controller two and press Right on controller one.

Start on level 3 with 12 lives

Hold A + B + Up on controller two and press B on controller one.

Start on Level 2 with 12 lives

On the Title Screen: Hold A + B + Up on controller two and press A on controller one.