Intentionally die just before entering the next level or section of the current level. The best place to do this is when you come across the third power plant on the first level, where destroying it will takes you to the next level. Find where the nearest street to the third power plant is located. There should be a pit here. Turn your back to the pit and destroy the power plant. After it explodes wait for approximately two seconds then jump into the pit. If done correctly, the mission completed mission will appear followed by a message stating that you died. When the next mission starts, you will have no life, but will be invincible (except for falls). Note: Although the game will continue normally, you will not be able to save since you are considered dead.
AI Firing Mode
During the game on the second controller press and hold the R and L buttons and hit the A to turn on and off the AI firing mode.
While playing one player, insert the second controller and press L + R + X simultaneously.
While playing one player, insert the second controller and press L + R + B simultaneously.