Extra Jumping Power
After you've finished the game, go to the Stage Select screen. Flip through all the levels until you see the word "Extra." Restart the game and you'll be able to jump five times in a row instead of three. See you on the moon!
At the title screen, hold L1 + L2 + R1 + R2 and press Up.
At the main menu press UP, UP, DOWN, DOWN, X, X, LEFT, RIGHT, LEFT, RIGHT. X, TRIANGLE, X, TRIANGLE. The menu will turn red if done correctly. Press START and select a level.