Macross 2036

Configuration mode:
Press I, Right, Left, II, Up, Down, II, I, II, I at the options screen.

Level select:
Hold Up + Right + Select + I at the title screen and press II a number of times equal to the desired starting level.

View animation sequences:
Hold II and press Run at the "Super CD-ROM2 System" screen. Then, while continuing to hold II, press I.