When the game over screen appears enter the following command to continue where you left off:

Code Effect - Press left, right, down, up, hold select and left. Continue from where you died.

Sound test - At the title screen enter the following code to access the sound test.

Code Effect - Press and hold I and II then press the run button Sound test

Unlimited Continues - When entering your initials on the scoreboard enter 68K and you'll have unlimited continues as long as you don't change it.

Code Effect - Press and hold Select and enter "68K" Unlimited Continues