Zelda no Densetsu: The Hyrule Fantasy Cheats

Press Start on Controller #1 to bring up the pause menu. On Controller #2, press Up and A then a screen with the options ''Continue, Save, Retry'' will show up.

Immediately after you enter Level 1, exit. Now when you re-enter, you'll notice the northern door has been magically unlocked! This will give you an extra key in case you get stuck in further dungeons.