Level select:
Press A, Down, B, Down, C, Down, A, B, Up, A, C, Up, B, C, Up at the options screen. Enter one of the following controller actions to start at the corresponding level.

Level 2 (Lava Powerhouse)
Hold A and press Start.

Level 3 (The Machine)
Hold B and press Start.

Level 4 (Showdown)
Hold C and press Start.

Multi-ball stage:
Collect all the rings on a level and use the gate that appears to be a large shining ring.

Unlimited lives:
Locate the barrels in the Toxic Caves stage. Jump in a barrel and move toward the wall opposite the emerald. Jump out of the barrel and intentionally lose a life while returning to that barrel. Sonic will seem to die twice before re-appearing at the start of the level. The phrase "Launching Extra Ball" will appear allowing unlimited lives to be accumulated.

Kill yourself until you have one life remaining. Then, locate the barrels in the Toxic Caves stage. Jump in a barrel and move toward the wall opposite the emerald. Jump out of the barrel and intentionally lose a life while returning to that barrel. Sonic will seem to die twice before re-appearing at the start of the level. :"Game Over" will appear, but you still will be able to play. Also, there will be no number of lives displayed where it normally appears.