Pause the game with Ecco facing the screen and press Right, B, R, B, R, Down, R, Up.
This unlocks Stage Select, Sound Select, and Unlimited Lives.
Select arcade mode and hold Down/Left + B and press START at the Character Select screen.
This unlocks Level Select.
Select arcade mode and hold Down/Left + A + R.
Release the buttons and press START to gain Nine Continues.
At the Options screen, press A, Down, B, Down, R, Down, A, B, Up, A, R, Up, B, R, Up.
This unlocks Level Select. The following commands will start you at that level.
Level - Command
2 Lava Powerhouse - Hold A and press START
3 The Machine - Hold B and press START
4 Showdown - Hold R and press START
At the Options screen, press A, Up, R, Up, L, Up, A, R, Down, A, L, Down, R, L, Down.
This unlocks the game's Credits.