Level select
During the opening sequence when the fighters are in flight, press Up, C-Down, Left, C-Right, Down, C-Up, Right, C-Left, L, R, Z. If you entered the code correctly, you will hear a sound.

F-15 with Mao-Mao
When "Press Start" appears on the opening screen, press C-Left, C-Down, C-Right, C-Up, C-Left, C-Right, C-Down. Then, a hidden F-15 with a female pilot (Mao Mao) can now be accessed.