For infinite lives in the happiness stage first you have to get the 12 golden udders in memory to get to happiness. When you do get there there will be a Snot over to the left and he will give you a fart power drink. Go to where the extra life is and get it. After that go into the room next to you and go back out - now go back to snot to get the power and do the same thing over and over until you want to stop.
At the Title screen, hold Z and press C-Up, C-Down, Left.
Collect 1000 marbles and successfully complete the game with a Smart Superhero rank to unlock Earthworm Kim. The difficulty of the game will increase when played as Earthworm Kim.