At the title screen, press Down + B + Select and the ending will start.

At the Title Screen, press the following together until you hear a tone:

Up + A + B

Then press start.

To skip the current level pause the game and then press: A, B, B, A, A, B, A, A

After the elevators at the beginning of Stage 3, jump on top of the first building. Instead of going right on it, fall off the left side, then hold to the right. You should move into an invisible cut-out area of the wall that lets you skip a great deal of the stage.