Captain Commando
# A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Stage select
Highlight the "Game Start" option, then press X + Circle + Left. If you entered the code correctly, the starting stage number will appear next to that option.
Four player mode
When the warning appears on the opening screen, press Square + Triangle + Circle + X. Then, four players may play the game simultaneously.
One-hit kill
Select Captain or Jennety as a character. Then, hold X + Circle, and press Special Move to execute a one-hit kill.