Small Jim:
Hold Z and press C-Up, C-Down, Left at the title screen, then begin game play. 

Earthworm Kim:
Collect 1000 marbles and successfully complete the game with a Smart Superhero 
rank to unlock Earthworm Kim. The difficulty of the game will increase when 
played as Earthworm Kim. 

Unlimited lives:
Go outside the entrance to "Hungry Tonight?" Collect the Power Parp Tin from 
Snott and use it to collect the nearby extra life. Enter "Hungry Tonight?" 
and immediately exit. Talk to Snott again to get another Power Parp Tin, then 
collect the extra life again. Repeat this to get as many extra lives as 
needed. 

Defeating Psycrow:
Ignore the marbles, collect bullets at all times, and shoot him. Keep his 
marble level at 0 or close to it at all times. This will allow you to get 
your marble level up to approximately 85 within a few minutes.