Bust-A-Move 2: Arcade Edition 

Another World 
At the title screen:
press A, Up, B, Down.

Bonus characters 
Select "Puzzle Mode:
Then at the puzzle selection screen, press Left(2), Up, Down, L, R, L, R, L + R.
Now Bub, Bob, and the Boss characters may be selected.

Play as Bub 
At the game selection screen:
press Z + L + R + A.

Level skip 
While playing a game:
press Z + L + R + A.