Contra III: The Alien Wars Cheats

At the title screen, quickly press: Down, Down-Left, Left, Up-Left, Up and Start for a 1-players stage select. Down, Down-Left, Left and Start for a 2-players stage select. If done correctly you should see the stage select screen.

At the title screen, quickly press: Right, Right-Down, Right and X. If done correctly you'll access the sound test.

This is for the japanese version only. At the title screen do a hadoken style motion that is Down, Down+Right, Right and press start. You should hear the player dieing sound effect if done correctly. You should position your cursor before entering it or you will start a 2 player game. You can position it above options and when you enter the options menu it will say Player Lives 30. The code remains enabled unless you change how many lives you start with in the options. If you do you must reenter the code.

Note: It will speed up the process if you use a turbo controller.
When you get to level 3, fight your way through the stage until you get to the mini boss "The Flying Squito Nest" (the mini boss after you climb the building). Make sure you have the machine gun as your weapon or this won't work. Position your character as far to the left of the screen as you can and have him facing the right. Tape down the Y button and turn on your turbo mode. Set your controller down and come back in a few minutes to get a lot of lives (your lives max out when they get to 29).