JACKIE CHAN'S ACTION KUNG FU

Level select and continues:
Allow Jackie to lose all of his energy and when the title screen
reappears after the game is over, press Up, Up, Down, Down, Up, 
Down, B, A and Start, then press the B button on the second 
controller. A number will appear which you can alter with Up and
Down buttons to select the level you wish to attempt. Finally, 
press B on the second controller again and you'll get 99 
continues.