Game Secrets for Genesis TMNT: Hyperstone Heist

From Gamesages
http://www.gamesages.com/genesis/codes/tmnt_hyperstone_heist.html

Continue:
Just before you lose your last life, quickly press START on Controller 2. You will start
with full energy and lives. 

Level Select: 
At the Konami logo press C, B, B, A, A, A, B, C. Then at the title screen press A, B, B, 
C, C, C, B, A. Start the game and a Level Select screen will appear.