Gradius III

Extra Lives
At the Title screen, press and hold Left, then hit A three 
times.  You'll start with 30 lives.

Extra Credits
At the Title screen, tap X as fast as possible to raise your 
number of credits.

Spontaneous Combustion
During the game, hit Start to pause.  Hit Up, Up, Down, 
Down, Left, Right, Left, Right, B, and A.  When you 
resume the game, your ship instantly explodes.

Extra Power-Ups
During the game, hit Start to pause.  Hit Up, Up, Down, Down, 
L, R, L, R, B, and A.  Resume the game and you'll have all the 
weapons.