Four continues
Quickly press [C], [R], [Right], [Down] on the start/options screen.
Zone select
Press [Z], [Down], [L], [Up] on the start/options screen.
Auto-fire
Press [B], [Up], [L], [Right] on the start/options screen.
Hidden difficulty levels
Press [L], [Right], [Down], [Left] on the start/options screen. The "Abnormal" and "Very Easy" difficulty levels are now unlocked at the options menu.