Turn on the system, hold A or B. As the DMV guys pop up, a different scene will be played according to which buttons you press.
At the Saved Game screen, enter the following:
Left-C, L, Z, Down, L, Z, Left-C, Right-C
Select any stage and enter any of the following codes using the D-Pad, C-Buttons, and L/R buttons:
*NOTE* You CANNOT undue these cheats without either beating the level or restarting. Performing any other than Funny Effects 2 again will give same result.
To unlock all of the levels in a given world, enter in the corresponding button sequence on the Bank Select Screen:
Euro Eden - Up, Down, L, Z, Down, Up, Z, and Down.
Arctic Kingdom - Up, Down, Z, L, down, right-C, Z, and Down.
Jungle Safari - Up, Down, L, Z, Down, left-C, Z, Down.
Desert Adventure - Up, Down, L, Z, Down, Right, Z, and Down.
Celebration Parade - Up, Down, L, Z, Down, Right, Z, and Down.