Invincibility
Begin and save a game, then press RESET and wait for the American
Sammy logo to and fully appear. Now press UP, DOWN, UP, DOWN,
SELECT, START on controller 2 before the logo disappears. Select
Continue and then press SELECT to bring up a sub-screen. Now,
press START on Controller 2 and the word "Debug" will
appear next to Status if you've done this correctly.
Sound Test
While playing, press SELECT to bring up a subscreen, then hit
START on Controller 2.