TMNT (US)

Energy replenish
When low on energy, pause the game and press Up, Down, Left, Right,
A and then B.

Stage select
On the title screen press, Down, Down, Down, Down, Down, Right, 
Right, Right, Right, Right, Right, Right, B, A, and Start. 
A stage select screen will present itself.

Two player game
For extra two player fun, press Select and start on the title 
screen.

Ten lives player one
If you're playing oneplayer game, press Up, Right, Right, Down, 
Down, Down, Left, Left, Left, Left, B, A and Start on the title 
screen. You can now play with ten lives.

Ten lives both players
Both players on a two player game can have ten lives with this 
cheat. Again on the title screen press, B, A, Up, Down, B, A, Left,
Right, B, A and Start.