The Earthworm Jim games are known for being a little on the odd side.

Really.

For instance, in the first game for the SNES if you pause the game anywhere

And press:

Y, A, B, B, A, Y, A, B

You'll be greeted with this!

It goes on like this for a few minutes, with a message for Mr. Jones. And then takes you back to the title screen. So you probably don't want to do this if you've already made significant progress in the game.