Unlock Very Hard Mode.

At the title screen

Up, Up, Down, Down, Left, Right, Left, Right, B, A

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Course Selection Password

In password menu enter this password to unlock each course.

LSMMS Course 1
SSLDM Course 2
MSSLD Course 3
SRLMD Course 4
LSDRM Course 5

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Passwords.

For the passwords below,
L = Leonardo
M = Michaelangelo
D = Donatello
R = Raphael
S = Splinter

RRSLR Alternate Donatello costume (hold L or R at character select scene)
RSLMD Alternate Leonardo costume (hold L or R at character select scene)
RLSLS Alternate Michaelangelo costume (hold L or R at character select scene)
SLSMM Alternate Raphael costume (hold L or R at character select scene)
DDDML Alternate sound effects
SRLMD Casey Jones mode
DRLDS Donatello gains attacking powe
MLMLS Donatello has double defense
MLSDS Donatello has double power-up effects
LMLSD Leonardo gains attacking power
LDSMS Leonardo has double defense
RSDMM Leonardo has double power-up effects
SSLDM Leonardo has unlimited fire shurikens and pizza always appears
MSRMM Michaelangelo gains attacking power
RLDDR Michaelangelo has double defense
RLMSM Michaelangelo has double power-up effect
MSSLD Michaelangelo has unlimited fire shurikens and pizza always appears
LSDRM Playmates toy database
RDSRL Raphael gains attacking power
SDRML Raphael has double defense
RSSSR Raphael has double power-up effects
LSLML Splinter mode