Battletoads

5 extra lives:
Hold Down, B, A, then press START.

Warps...   
level 1: quickly quickly headbutt the first pair of pigs, run over to the 
right, and if you were fast enough, the warp is on the first ledge.
level 3: on the fifth speeder course, aim at the 10th wall. (to level 5)
level 4: in the last section, fall halfway onto the first platform, then
quickly, repeatedly hop up to get to the warp (to level 6)
level 6: in the 2nd section, ride the snake as high as you can go. run right,
jump, and then run right to the warp.

special continue:
Let the continue clock run out for a dead player. When you want to bring the
2cd player back in, press START on the next map screen