If you die in levels 4 or 5, on the Game Over screen, enter the following button combination to continue.
Effect
Code
Continue on levels 4 or 5
Up, Down, Left, Right, B, A, Start.
How to double your single player
You must be in 2-player mode where you can hit one another. In the first stage of the game, defeat the first horde of enemies and then proceed to beat either Billy or Jimmy to death. When the character is in the blinking death animation phase go talk to the man and it will bring the dead character back to life with one hit left. After the man is done talking and dies, defeat the rest of the horde with both characters alive and walk out the door. When you reappear, the fallen character that you killed before talking to the dying man will no longer be on the screen but if you go to the selection screen where you can equip the nunchuk, you can now select Billy or Jimmy so that you have an extra chance in single player mode (making the game much MUCH easier considering the difficulty and lack of gaining a continue until very late in the game).
Skip Title Screen
During the copyright screens, hold A and B to move to the game selection menu.
Twice the Kick
You must be in 2 player mode. Have Billy and Jimmy Lee stand next to each other and use the Cyclone Spin-Kick. Both characters will lock arms, back to back, and the kick will be twice as long and powerful.