Pong

Unlock first level:
Pause game play at the zone selection screen.
Press L1, R1, L1, R1, then resume game play.

Unlock second level:
Pause game play at the zone selection screen.
Press L2, R2,L2, R2, then resume game play.

Unlock third level and more:
Pause game play at the zone selection screen.
Hold L1 + R1+ L2 + R2, then resume game play.
This also unlocks the secret power-ups and the three classic black and white Pong versions.
(Information from Cheat Machine)