Bonus life (Castlevania Adventure):
Leave the first ten candles in level one. Whip the eleventh candle to collect an extra life.

Unlimited lives (Castlevania Adventure):
Locate the secret room in level 1 that contains a rope. Climb the rope to the top of the screen and through the ceiling. Collect the extra life, then find the extra life that appears later in the level. After both are collected, intentionally die and repeat this procedure.

Level select (Contra):
Press Up(2), Down(2), Left, Right, Left, Right, B, A, B, A, Start at the title screen