Hold up when picking up the key at the end of a level. A message saying "nice catch" will appear. It doesn't offer any additional points or bonuses but is fun either way.
Extra difficulty
Beat the game on normal mode to unlock professional mode.
Invincibility Glitch
In the second half of stage 5 there is a section where the player must navigate through and avoid a series of avalanches. With the gold armor (there are enough treasure chests to acquire the gold armor by this point) charge Arthur's magic by holding the "shot" button then approach the first avalanche. Release the button to use Arthur's magic just before this first avalanche strikes him and Arthur will be invincible for the remainder of the stage! Arthur's will still have to avoid further avalanches and his shield can still take damage, but Arthur himself cannot. This invincibility will be gone at the beginning of stage 6, but take advantage of this glitch to very easily beat the boss of stage 5! If this glitch is exploited while using the crossbow Arthur will also gain super speed.
Level Select
With the first controller, select the options screen from the main menu. Now here is the code part: with the first controller highlight exit. Before you exit, on the second controller hold: start or select + the L button. Continue to hold these and press start on the first controller having exit highlighted.
Secret Chest
In the first half of stage 4 the player will eventually move to the right to face 2 green skulls, then climb a platforming section resembling a staircase before progressing to the left. With Arthur in gold armor and while using the crossbow weapon, stand at the top of this staircase and use his "Discover" magic (by pressing and holding the shot button) to reveal an otherwise inaccessible treasure chest. As the activation point for this chest is actually in the wall to the right of the chest, using this "Discover" magic is the only possible way to gain access.