There is an extra life in the claw machine. Once you get to the continue flag, keep going straight and run past the fire crackers. Then, jump into the top corner. Keep jumping directly up until you get to the top. Walk out and get the extra life.
Walk to the right of level 1 to find the rubber ball located next to the chest of drawers with the bucket of army men. Jump on the ball and press Right to land on the bottom drawer. Hold Down while on the bottom drawer until Woody's health star begins to spin.
Enter the following passwords to get to the selected level
Go to the Army Men Bucket in the level "That Old Army Game." Go on top of it and press duck. Pause and Press Select.