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Gradius

Full power-up

While playing, pause then press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Start.

Continue playing

Quickly press Down, Up, B, A, B, A, B, A, B, A after you've lost your last ship.

30 lives, player one

At the title screen, press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Start.

30 lives, player two

At the title screen, press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Select, Start.