To get all levels, go to "Password" on the main menu and enter .W:2P-O>P. This will take you to level 5-4; go back and you can now choose any area and then any stage.
Play as Helga
At the area Select screen, press Up, Down, Right, Left, Left, Right, Down, Up, Select to play as Helga. To play as Arnold again, repeat the code.
