Level select
Hold Select after the "Mission Summary" screen. Then, press one of the following controller combinations when the screen turns black.
Level
Mission
1-2
II
1-3
II, II
1-4
II three times
2-1
I
2-2
I, II
2-3
I, II, II
2-4
I, II three times
3-1
I, I
3-2...