Sonic Blastman (SNES)

Level select:Enter the option screen and highlight the "Music Test" selection. Press Left or Right to select a level. Hold Select and press L, R(2), L, Start. Note: This also works for the Boss levels.

Same character match:
Hold L + R on controller two at the player selection screen. Player two may now select the same character as player one.

Very hard difficulty level:
Wait until the "Press Start" text flashes four times at the title screen, then hold R + L and press Start. Select the "Very Hard" selection from the option screen.