Contra: Hard Corps

Before battle with the zodiac boss, climb up the wall and talk to the weird guy. Agree, and you'll be in a hidden stage. Beat the stage for an extra ending with monkeys in a prehistoric timeline.

Enter these at the main menu

Effect:
Press C, B, A, Right, Left, C, B, A, Right, Left, C, B, A, Right, Left on controller two at the main menu.         -    70 lives
Pause game play and press Up(2), Down(2), A, Up(2), Down(2), B, Up(2), Down(2), C.     -    All weapons
Press A, B, C, Left, Right, A, B, C, Left, Right, A, B, C, Left, Right on controller two at the main menu.  -  Level select