Bust-A-Move 2 Arcade Edition

Level Skip
Press Z,L,R, and A at the same time in a level to skip it.

Hidden Character (Puzzle Mode)
At the puzzle mode screen where you select A or B, press slowly Left, Left, Up, Down, L, R, L, R, then L and R at the same time. This will bring up an extra character selection screen.

Another Puzzle World
At the main screen, enter L, up on the D pad, R, and down on the D pad. After entered a character will be in the lower right corner of the screen. Now select game start and puzzle play, and when you do that, under it it will say "another world".