Hold Left + B on Controller 1 and A on Controller 2 at the same time before the title screen appears (at the console power up/reset sequence or after the game over screen). Press Left or Right on Controller 1 to change the menu options. Press Up or Down to select the menu option. Press and hold Select to hide the menu.
When you get a game over and you're at the blue Afterburner screen, press A, A, A, A, B, Up, Up, Down, Down, Down, Down, Down and Down. If done right, you'll continue where you left off.
At the beginning of the stages 3, 5, 11, 16 and 21, while refueling/reloading weapons on the ground, press and hold the corresponding button code from the table below, and hold it during take off.
At the beginning of the stage 5, while refueling/reloading weapons on the ground, press Up + Right on Controller 2 and A + Start on Controller 1 at the same time and hold it during the take off. You'll get an extra 40 missiles.
At the title screen, hold Right + A + B + Select on Controller 1 and Left + A on Controller 2 at the same time, then press Start on Controller 1.