Double Dragon II: The Revenge Cheats

Take your character down to his last life. When you first encounter the train in Mission Five, you should have only three bars of health left. Now you want to lose two of those health bars. Then jump up and get hit by the upper steam pipe (losing your last bar of health) as the train is moving backwards. You should fall on the front conveyor and bounce around there for a little while. When you stand up again, if you did this right, you’ll have unlimited lives.

When playing the stage that you are inside the helicopter, there is a way to make the door close as soon as it opens. After it opens, just pause the game and leave it paused for about 10 or so seconds, and then unpause the game. After unpausing the game, the door should close, saving you the hassle of worrying about getting sucked out, and you can just concentrate on the enemies.