In the Hunt
Stage Select:
At the title screen, when the words "Start" and "Options" appear,
highlight "Start." Then press and hold Up-Left on the control pad and
press and hold Select. Then, with those held down, press Circle. A
stage select will appear over the title. Now you can go to any stage
in the game and even see the ending.
Extra Continues:
When all your Continues have been used up, and your last sub has just
been destroyed, press and hold Triangle and Select. Then, with these
two buttons still held down, press Start. You will be given five more
continues.