Gradius

Continue game play:
Quickly press Down, Up, B, A, B, A, B, A, B, A after losing the last ship on level two or higher.

Level skip:
Destroy the ship that appears at the end of each level within five seconds to skip the next level.

Ship Power up:
Pause the game and press U, U, D, D, L, R, L, R, B, A, ST.
NOTE- This cheat can only be used once per level.