When playing the Arcade Originals game Major Havoc, look at the lower-right corner of the screen when you see the map between levels and you will see what looks like a miniature version of the game Super Breakout. You can actually play this using the controller (D-Pad or Left Thumbstick & Fire button) until you either miss the ball or the timer underneath hits zero. If you can clear the game in time and without losing the ball, you can earn an extra life.
By completing the various alternate gameplay mode challenges for the "Arcade Originals" games (Trippy Mode, Hot Seat, Time Challenge, etc. by playing and/or beating certain scores in these modes), you can unlock Challenge Modes for selected Atari 2600 games. You will get a confirmation message when you achieve this telling you which game the modes have been unlocked for.
To skip directly to Level 3 in the Arcade Originals version of Crystal Castles, begin a game from Level 1, then run around and behind the background so you cannot see your character, then press Jump. If done correctly you will warp ahead to Level 3. This trick also works on select other levels. This does not work in the 2600 version of the game.