How to unlock Invincibility
Go to the main menu and press White, X, Y, Black, X, Y, Black.
How to unlock Cheat Mode
Go to the main menu and press X, Y, White, Black, X, Y, X.
How to unlock 2X Damage Mode
Go to the main menu and press X, Black, X, Y, X, White, X.
How to unlock Level Skip
Go to the main menu and press X, Black, Y, Black, X, White, Y.