If you're lucky enough to have a copy of Final Fight 2, you know that you (and optionally a friend) each choose one of three characters to wander through Metro City and beat up bad guys. Pretty standard stuff.
But, if you go to the title screen

And press
Down, Down, Up, Up, Right, Left, Right, Left, L, R
On Controller 1, the background will change from Black to Blue.

Signaling that the code worked. This will allow you to choose the same character for both players

You know, if you're into that kind of thing.
Believe it or not, I actually kind of suck at the Adventure Island games. It's not really my fault, though. Your guy bites it after being hit once by anything, and enemies are strategically placed right in the best place to jump.
It's devious.
So if you get stuck and throw your controller across the room in frustration instead of making progress, then I understand and have some news you might be interested in.
If you go to the title screen, and let the demo start

Then immediately cancel out of it and go back to the title screen. Then press Right on the Control Pad + L + X + Start. Done right you'll be whisked away to the Stage Selection Screen!

Which is great for previewing those later levels before you retire the game completely.
It might not be immediately obvious, but in the Street Fighter games, you're participating in a tournament. A tournament where you can (more or less) control the outcome.
When your opponent is chosen, press Start on Controller 2 to bring in a New Challenger.

Have Controller 2 pick the character you were fighting against, and pummel them mercilessly. Win the match, and you'll notice that you continue to the next stage.

And since you know you'll be fighting the four Boss Characters, you can also do this to beat them early.

Well, except for M. Bison. You have to beat him the old fashioned way, I'm afraid.
Oh, and this works for all variants of Street Fighter 2.
I guess Donkey Kong Country sold well enough that there was room for a couple of sequels, sequels that don't really even have much Donkey Kong in them for whatever reason.
But say you're playing the second one, and you go to the screen where you select if you want one player or two. You keep pressing the Down button on the control pad over and over again and eventually will be greeted with a Music Test

Keep on pressing it and you'll be greeted with the Cheat Mode selection

With that highlighted, press
Y, A, Select, A, Down, Left, A, Down
Which kind of spells out "YA SAD LAD". Done right, you'll hear a monkey holler.
Get into the game, and you'll find that you have 50 lives to play with!

And they're all over the place at the beginning of the game, so you can really stock up for the difficult bits ahead.
In Block 6 of Castlevania IV, you eventually come across a hallway where these chandeliers fall and try to crush you.

But, you'll notice that there's one archway that doesn't have one. Hit the ground there with your whip to reveal a secret staircase!

Where you'll find a ghost walking around with his ghost-dog

And if you kill off the dog

The Ghost will fall to his knees and begin to cry

Which is kind of sad, really.
But then you get to load up on powerups, which makes it OK.
Mega Man 7 is a pretty decent game, even though it expands the universe quite a bit and adds a bunch of new characters to the mix (other than the obligatory Robot Masters), like Bass, who antagonizes Mega Man throughout the game. But what if you wanted to arrange a one on one fight between Bass and Mega Man?
Well, hold on to your hat.
First, go to the Password Entry and put in this password:

But! Instead of just hitting Start to continue on, hold L + R, and then press Start. Done right, you'll be taken to the Character Select Screen

Where you can set up battles in any combination of Mega Man vs. Bass that you want

The guys are missing some of their moves, they can't slide or have more than one shot on the screen at a time, so the battles are slow and plodding. But hey, both guys are that way, so it's pretty even.
Best 2 out of 3 wins!
Uniracers is a lot of things, but it is definitely not short. And after racing dozens of tracks, the last few against the "Anti-Uni" are pretty tough.
But if you get frustrated, or just want to see what the ending is like (warning, it's a bit of a letdown!), then I have some great news for you!
First, pop in your Uniracers cartridge and go to the title screen

Then grab Controller One press Down on the Cross Pad + L + R + B
Done right, you'll be, erm, "treated" to a few ending shots. Warning, spoilers ahoy!



How fun!
Play through Super Mario RPG and you'll eventually discover that there are hidden treasure chests all over the place that contain some goodies. You even get an item that 'dings' when you enter an area that has one, making it easier to find them. There's one room, though, that gave me fits for a while: the hallway to the Mushroom Castle.
It turns out that you only have one shot per game to get this box. When you talk to the Toad and he starts walking down the hall, you have to jump on his head

And then jump on top of the door

Where you'll find the hidden chest

This is the only chance you'll have to grab it, and if this is the first time you're playing this game, you probably won't even know that you're supposed to be looking for hidden boxes. It's pretty devious, really.
Have you ever been playing On The Ball and got tired of seeing that blue marble hurtling through the mazes?

Well, you could go to the Password screen and put in the password: GFXJF

Done right, you'll be whisked to a screen where you can pick alternate balls... even though they don't look particularly ball-like

But they behave just like the ol' blue marble does, so don't worry about that

Yeah, they look kind of funny, but it's nice to have a change of scenery once in a while.
Krusty's Super Fun House, like pretty much all the Simpsons games, is pretty tough. You have to take Krusty on a tour of the rooms in his Fun House to rid it of an infestation of purple mice. It's a puzzler, of sorts.
But say you get tired of the puzzles, or you just give up. You could start the game over and change the default password of "HI KIDS"

to the much less obvious " JOSHUA " (with a space at either end)

Which will let you enter any door in the Fun House you want. So just enter and immediately leave all of the different areas to instantly clear them. Then, head to the exit and marvel at how such a tough game could have such a lame ending.

I warned you!