This is more a trick then a cheat, but in level 2-4, at the very end of a level, there is a turtle walking down the stairs leading to the flag. at about the 4th step, jump on him. here is where it gets hard. you need to jump on him so when he ricochets off the wall, you continue to jump on him. after that, don't move so mario is just jumping n the turtle, and after a while, he will get 1-ups, and as long as you don't move, your lives will continue to go up till 99.
Also, Once you have completed the game, Enter this code: Go to any world then press start and L,R,L,R,X,X,Y,Y a screen should come up saying "welcome to the secret Challenge mode.Think you can reach the goal? If you get stuck press start and choose return to map" you can not turn back.
Enjoy!