Golden Axe | Level Select 
> Select the Arcade Mode. At the Character Select screen press Down/Left+B+Start simultaneously. A 
"1" will appear in the upper left corner to indicate level numbers. Use the D-pad to select the level you want.

    Source: geocities.com/timessquare/zone/Zone/1423/sg

               ( geocities.com/timessquare/zone/Zone/1423)                   ( geocities.com/timessquare/zone/Zone)                   ( geocities.com/timessquare/zone)                   ( geocities.com/timessquare)