At the title screen press Up, A, Right, B, Down, C, Left, Start.
Level select
To change the level, at the title screen, when the title animation stops moving, presss Left, C, Down, B, Right, A, Up, you should hear a confirmation sound. When in-game, press pause then hold B and press Left, Right, Up and Down to choose the stage you want to change to. You can also press B + Start in the pause menu to restart the current level.
Warp to 8-3
Enter the Options screen and switch the controls to A and C for Fire and B for Jump. Return to the title screen wait for the demos to begin. Watch the demos until you see an extremely dark level. The demo will run for a while and then pause. Press Start to unpause and enter the game. You will die and begin at the Volcano level. Keep spitting to light up the place, otherwise it will be totally dark.