99 lives code:
Press select to go to the inventory screen, then press SQUARE(6), CIRCLE, UP, CIRCLE, LEFT, CIRCLE, RIGHT, CIRCLE. Then, go back into the game and your lives will now go up to 99.
This trick works for any world and in any level, the exception being the home levels. If you fall off a cliff, ledge, etc., hit pause and exit the level. This way, you end up at the portal to that particular level in the home level and thus have saved your life.
Level selection code:
During gameplay, pause and go to the inventory screen and press SQUARE(2), CIRCLE, LEFT, RIGHT, LEFT, RIGHT, CIRCLE, UP, RIGHT, DOWN. You will now have access to all levels when you go to the balloonist.
Secret level in Gnasty's World:
To get this level, complete the game with 100% at the end. Then, go to Gnasty's World and walk up to the green dragon head. This head will open and reveal a secret level called Gnasty's Loot.