99 Bombs
Press X, X, Up, Down, X at the title screen.
99 Diving Suits
Press B, Left, Up, B at the title screen.
99 Nerf Shots
Press B, A, Left, Left at the title screen.
99 Portable Holes
At the title screen, press Right, Up, Select, Select.
Every Level Completed
Press Up, A, A, A, Down at the title screen.
Extra Lives
Press B, Up, B, Select, Y at the title screen for 50 lives.
Invincibility
Press X, A, B, Y, Up, Down at the title screen.
Super Jumps
Press B, A, B, Y at the title screen. If that doesn't work then
try Up, Y, Y, Y, Down.