To warp to any level, pause the game and press Left, Right, A, B, B.

Pause the game and press C, A, B, A, Left. When you unpause the game you'll gain one life. You can repeat the code as much as you want before unpausing the game to gain one life for each time you press this combination. You can use also B,A,B,A, Left to get the same result.

Pause the game then enter one of the following codes to get the desired effect: