Aero the Acrobat Level Select
At the Options screen, press Down, A, Down, Y, down, A, Down, Y. Start a game and pause the game when Aero appears. Press Up, X, Down, B, Left, Y, Right, A, L, R. Then, pause gameplay again and press Select. Now, hold R while the bonus points are calculated at the end of any level.
Full Level Select Menu
First enter the code above, then at the Level Select screen, press L, R, X, B, Left, Up, Right, Down, Y, A.
Infinite Stars
At the Full Level Select Menu, press A, Y, L, Up, Down, R, A, Y, Right, Left.
No Enemy Collision
At the Full Level Select Menu, press Down, A, Y, R, Y, B, Up, L, Y, A.
5 Continues
At the Title picture with Aero flying, press X, Y, B, A, X, A, B, Y, Up, L.
9 Continues
At the Title picture with Aero flying, press X, Y, B, A, X, A, B, Y, Up, R.
