Mild cheats:

[C]+[T]+[Spacebar] : Free items
[F8] : Some funny stuff.
[G]+[O]+[D] : God Mode
[Shift]+[Tab] : End level

Hard cheats:

Add to the commandline (for series 1-4):

NOWAIT (This also removes various delays and nagscreens)

Then, in the game, use [F10]+ some letter keys :

[W] Warp to level
[E] Restart
[T] Sprite test
[Y] Mess up sprites
[I] Free items
[S] Toggle slow motion
[D] Record demo
[G] Toggle God mode
[J] Toggle jump cheat
[C] Stats
[V] Add VLB's
[N] Toggle clipping
[M] Memory usage

You may also try adding TEDLEVEL, COMP, NOCOMP.

Secrets:

Episode 4:

In the "Pyramide of moons" get the yellow gem and open the door then get all of the 12 worms in one place and they will turn into a foot climb the foot and enter the secret level