4 In 1 Classics

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Hint mode (Columns):
Press Start immediately after setting a row of columns. The next row of columns to be dropped will be displayed.

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Level select (Golden Axe):
Select arcade mode and press Down/Left. The characters will begin to rotate, Press B + Start to display a level number in the upper left corner of the screen. Press Up or Down to select a new starting level.

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Extra continues (Golden Axe):
Press Start on controller two to begin a two player game. Allow player two to die to transfer all continues to player one.

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Unlimited shurikens (Revenge Of Shinobi):
Set the shuriken number on the Options screen to "00". The zeros will into an infinity symbol to confirm correct code entry.
Extra lives (Revenge Of Shinobi):
Shoot the first conveyer belt in level 4-2. Collect the two bonus lives, then intentionally lose your life to restart the level. Repeat this procedure to collect extra lives.
Level select (Streets Of Rage):
Highlight the "Options" selection at the title screen. Hold Right + A + B + C on controller two, then press Start on controller one.