At the new game screen, hold down L and R. Then press Y, X, 3(up).
At the new game screen, hold down L and R. Then press up, down, 2(left), A, B, 2(A).
At the new game screen, hold down L and R. Then press B, Y, 3(up), right.
To unlock all chapters in the game, press U, D, U, D, L, R, R, Y, X, X on the "New Game" screen after the "Press Start" screen.
At the new game screen, press and hold L and R. Then press B, left, 2(down), up.
At the new game screen, hold down L and R. Then press right, 3(X), B.