Nine extra lives:
Shoot the level 1 exit five times and a hidden room will be revealed. Turn around, go down the hallway, and enter the alcove that contains a floating ball. Touch the ball and press B.

Level Select:
Shoot the level 1 exit five times. Five exits will be available that will lead to different levels.

Warp to Level 40 and Power-ups:
Start a game on very easy. Do the level select trick. Walk up to the sphere that can give you 9 extra lives. DO NOT TAKE THE LIVES!! or the code won't work. Walk up to the sphere so it opens, then back away and do it again. If you walk to the sphere a 3rd time, a key will be available. Take the key and a wall will open. RUN towards the 3 shperes in the new room because there is a ninja. The spheres will give you shield, fire power up, and points. There is also an exit in that room that will take you to test 4(level 40).

Thanks to Revolution reader Marc!