Pause the game, and press Down, Y, Left, A, Down, B, Right, C. If done correctly you'll hear a bird whistle.
Pause the game and press Left Shift, A, Right Shift, C, B.
On the Options Screen, with Controller Two, press Left, Right, Left, Right, Up, Down, Left Shift, Right Shift, Start. The words "Secret Mode" should appear at the top of the screen. Now return to the Title Screen and press Up, Down, Left Right, Left Shift, Right Shift, A, Y, C, Z, B, X. You can now choose your level.
Pause the game, and press Down, Right Shift, Up, Left Shift, X, A, Y, B, Z, C, Right, Left. Unpause for full life.
Thanks to Revolution reader Jason Beeman!