Bonus levels
Pause game. Then hold Z and press C-Down, L, R, L, R, L, R, L, R, L, R. (A tone confirms correct entry.) Highlight “Enter Secret Worlds” option and press A to play a bonus level.
submitted by RULERofMK4

Select level
Pause game. Then hold Z and press R, B, A, B, A, C-Up, C-Down, C-Left, C-Right, C-Up, C-Down, C-Left, C-Right. (A tone confirms correct entry.) Highlight “Unlock Worlds” option and press A to select any level.
submitted by Bowen DeVore