Press C-Up, C-Down, C-Left, or C-Right to give you 2 health points after you lose them.
On the Title Screen press the following buttons, you will hear a laugh when entered correctly.
Up, Left, Down, Right, Down, Left, Up, A, B - Special Mode
At the Character Select screen, hold down L and press Left or Right. The character portrait will change colors. Select the character hile still holding down L.
Play as Gouriki:
At the title screen press Up, Up, Down, Down, Left, Right, Left, Right, B, A
Play as Reiji:
At the title screen press A, B, Right, Left, Right, Left, Down, Down, Up, Up.
Thanks to Revolution readers wheeooh and StiffLip!