Sound test:
Hold Select at the title screen until the sound test screen appears.

Level select:
Hold Select after the "Mission Summary" screen. Then, press one of the following controller combinations when the screen turns black.

Level	Mission
1-2	II
1-3	II, II
1-4	II three times
2-1	I
2-2	I, II
2-3	I, II, II
2-4	I, II three times
3-1	I, I
3-2	I, I, II
3-3	I, I, II, II
3-4	I, I, II three times
4-1	I three times
4-2	I three times, II
4-3	I three times, II, II
4-4	I three times, II three times