During gameplay, press and hold RIGHT, then press the following buttons to activate the corresponding effect:
Invincibility: B, X, X, X, B, X, Y, A.
Level Select: X, X, B, Y, Y, B, X, A.
Upgrade Weapon: B, B, Y, Y, X, X, X, A.
Full Health
When low on health, save then quit the game. Reload the saved game to resume with your health restored.
Play as Invisible Zeke
To play as Invisible Zeke, press and hold down the following button combos when the game's "legal screen" appears (the one with all the copyrights, etc): A+B+L+R.
Play as Skeleton Zeke
To play as Skeleton Zeke, press and hold down the following button combos when the game's "legal screen" appears: A, B, X, Y.