Pause the game, then press Right, R, B, A, L, L, A, R.

Buttville
Pause the game, then press L, A, Up, R, A, R, A, Select

Down the tubes
Pause the game, then press Ip, L, Down, A, R, A.

For Pete's sake
Pause the game, then press R, L, R, L, A, R.

Level 5
Pause the game, then press R, L, A, B, B, A, L, R.

Snot a problem
Pause the game, then press R, Up, Select, L, R, Left

What the Heck
Pause the game, then press Select R, B, Down, L, B

Down The Tubes level:
Pause the game, then press Up, L, Down, A, R, A.
For Pete's Sake level:
Pause the game, then press R, L, R, L, A, R.

Level 5 level:
Pause the game, then press R, L, A, B, B, A, L, R.

Snot A Problem level:
Pause the game, then press R, Up, Select, L, R, Left.

What The Heck level:
Pause the game, then press Select, R, B, Down, L,

Pause the game, then enter any of these codes to skip to the corresponding level.

Buttville - L,A,Up,R,A,R,A,Select

Down the Tubes - Up,L,Down,A,R,A

Level 5 - R,L,A,B,B,A,L,R

Snot a Problem - R,Up,Select,L,R,Left

What the Heck - Select,R,B,Down,L,B

If the code was done correctly, Jim will say 'Groovy' and you will teleport to the corresponding level.