In-game reset:
Press Start + Select to reset the game. This is a function left over from the Action 52 cartridge that returned you to the menu select.

Defeating Dr. Morbis:
When you reach Dr. Morbis in level 2, jump over him and walk all the way to the right. Your Cheetahman (Cheetahman Apollo) will reappear from the left side of the screen. You can shoot Dr. Morbis from here without getting hit by him.

Walk in air on level 3:
Starting in level 3 as Cheetahman Hercules. Repeatedly press Jump + Fire to walk in mid-air. Be careful when you do this - if you jump too high your head will appear from the bottom of the screen and you will lose a life.

Cheetahman Apollo's disappearing trick:
Note: This trick only works in level 1. Move Cheetahman Apollo to where he is facing left. Press Fire so that he is pointing his crossbow to the left. Then, jump five times. There will be nothing left of Cheetahman Apollo except for a small black dot. As soon as you move to the right, Cheetahman Apollo will re-appear