While playing, pause then press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Start.
Quickly press Down, Up, B, A, B, A, B, A, B, A after you've lost your last ship.
At the title screen, press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Start.
At the title screen, press Up, Up, Down, Down, Left, Right, Left, Right, B, A, Select, Start.