Level Warp
While playing, hold L2 or R2 and press one of the corresponding buttons to warp to a different level:
Circle- Forward one level
Square- Back one level
Triangle- Forward 15 levels
X=Back 15- levels

View Cinemas
On the main menu, move down to options. With options highlighted, take controller 2 and use the key shown below to combine buttons for different level cinemas: [R2=1, L2=2, R1=4, L1=8] While holding the combination of buttons, press X to access that cinema. For example: If you wanted to see the level 3 cinema, you would hold R2+L2 and then press X, all on controller 2.

Extra Lives
On your last life press SELECT and go to "Restart." When the level reappers, you will begin with 5 lives.

Faster Gameplay
Choose "The Legend Returns" from the Main Menu screen. Highlight "1 player" on the screen and hold R2. Then press the X button. The game will now be playing faster than before