Books: How to Win at Super NES Games - Super NES Games Secrets
Conquering SNES Games
Hold L + R on controller two at the player selection screen. Player two
may now select the same character as player one.
Go to the Option Sscreen and highlight the Music Test, select the
Stage that you want, then hold Select, and press L, R, R, L and Start,
you will go to that Level.
Create a new difficulty setting with this trick. When the title
screen appears simultaneously press and hold buttons L and R then
press Start. Got to the options menu and there will be a new
difficulty setting, "Very Hard."