Sonic Blastman Cheats
Enter the option screen and highlight the "Music Test" selection. Press Left or Right to select a level. Hold Select and press L, R(2), L, Start. Note: This also works for the Boss levels.
Very hard difficulty level
Wait until the "Press Start" text flashes four times at the title screen, then hold R + L and press Start. Select the "Very Hard" selection from the option screen.
Same character match
Hold L + R on controller two at the player selection screen. Player two may now select the same character as player one.
This trick will let you access a new difficulty level. At the title screen, hold the top L and R buttons and then press START. Instead of Sonic Blast Man saying, Take That, you'll hear a woman's scream. This indicates that the trick has worked. Go to the options and pick VERY HARD. The game will now be extremely difficult.
Pro Action Replay Code
7E0F-A303 - Infinite dynamite punch.
This trick will let you select from any level in the game. To do this, go to the Options screen and move the cursor onto the music. Change the music number to whichever stage you want to play (the level number is to the right of the music number). Now, hold the SELECT button and then press these buttons in this order: L, R, R, L, and then START. You will be transported to the level that you chose. To play against the Bosses do the same thing as the trick above described, but put the music number on Boss instead of a level number.