Pro Action Replay Codes:
Infinite Health - 00C1D7:64
Infinite Lives - 00C1D6:0A
Infinite Bullets - 00C193:FF
Hyper Jim [Note 1] - 00C163:09 -Rune
Note 1 - If you get stuck against the wall, simply turn the code off.
Invulnerability - 00C199:10

Game Genie codes:
Invulnerability - 00D-E9F-3B4