Beat the Egg Throw, Crane, and Quick Draw to get them on the start screen. Start up the game and go to your file and you will be able to play them as much as you want.
Extra Game
Beat the game with 100%.
In-game reset
Press A + B + Select + Start during game play.
Secret Room
In World 7, Stage 2, there is a secret room. Fly up above the ledge and you will warp to the 4th Mini-Boss in the stage. Once you defeat the last Mini-Boss, Fire Lion, you will enter a room with 5 lives.