China Warrior (TG16)
Access the Debug Menu: Hold Run and Select to reset the game. When the title screen appears, let go of Run and hit up. Then let go of Select and press up, up, up, right, right, right, right, right, right, down, down, left, left. (up x 3, rght x 6, down x 2, left x 2). You can now make yourself invulnerable and select your level! You know, if you want to see the end of China Warrior. You can also make the enemies invulnerable for some reason!
Streets of Rage (Genesis)
Level Select Menu: Similar to the Debug menu in China Warrior, you can access secret options in Streets of Rage to change your level and number of lives. At the menu, hold A, B, C, and right on the second controller, then select "Options" with player 1. You'll be able to choose exactly which street will receive your rage.
More Continues: At the title screen, press left, left, B, B, B, C, C, C.
Final Fight (SNES)
Option Menu: At the title screen, hold L and press Start. You'll be taken to a menu that lets you change difficulty settings, number of lives, and point values for extra lives. Most importantly, you can listen to "OH! MY CAR" over and over again. It's #39 on the sound player. Unfortunately, there's no code to give Haggar a shirt. Haggar was programmed to reject all attempts to clothe him!