Bug Too!
Saturn

Flying Mode :

Press START at any time during the game to pause, then press L, A, Left, L,
Right, Down, Down and unpause. Now you can fly into the air by holding the
Y button.


Invincibility:

Press START at any time during the game to pause, then press R, Right, A,
L, Right, A, Down, Y and unpause. Now your character is invincible. 

Stage Select:

Press START at any time during the game to pause, then press L, A, Z, Y,
Left, Right, A, Down, Right, L. A cheat menu will appear, allowing you to
switch characters, access a sound test, enable the "flying" cheat or skip
to any stage, including the bonus rounds.




Thanks to Revolution reader Matthew Cervantes!!