Expert mode:
Press Up + A + B at the title screen. A sound will confirm correct code entry. Press Start to begin game play.

Level skip:
Pause game play and press A, B(2), A(2), B(2), A to advance to the next level.

Hint: Skip part of level 3:
On Level 3 (the city), take the elevators up at the beginning of the level. Do not enter the top floor; jump off the elevators a little early and towards the wall on the left side. Keep holding Left to go through the wall and skip approximately half of the level.