Stage + Weapon Select - Y Down Up R L R R - at the title screen. To use
the weapon select, during the game hold the L and R buttons and press the
weapon select button to choose any weapon in whole game.
View Movies - Y Down Up L R Down - at the title screen.
FX Test - I have a tip for Contra Legacy of War for Sega Saturn, If you
make Y, Down, Up, L, R, Up on the title screen, you will activate the FX
Test.