Unknown :
On the title screen, press Up, Up, Down, Up, Square, X.

Access any level :
To access any level, enter one of the following at the Password Screen:

Hero's Gauntlet
Hydra, Medusa, Shield, Medusa.

Centaur's Forest
Centaur, Herc's Head, Minataur, Archer.

Big Olive
Centaur, Shield, Hydra, Herc's Head.

Hydra Canyon
Shield, Helmet, Shield, Soldier.

Medussa's Lair
Archer, Pegasus, Archer, Centaur.

Cyclops Attacks
Helmet, Pegasus, Herc's Head, Archer.

Titan Fight
Soldier, Shield, Shield, Lightening.

Halls of Eternal Torment
Medusa, Soldier, Centaur, Pegasus.

Vortex of Souls
Soldier, Lightening, Soldier, Centaur.

FMV
Pegasus, Soldier, Centaur, Soldier.

End
Pegasus, Soldier, Centaur, Soldier.