Slug 2092
Slug2092 - Mark Terry (Shareware)
Cheat mode:
Move the joystick Left, Right, Left, Right on the selection screen. This will then reveal a menu with three other options.
1) Sound Effects replay (so you can hear them all)
2) Graphics Dump (show all the sprites and backgrounds)
3) Smart Keys ON/OFF option. Smart Keys enables some level skip and "kill em all" keys which you can use to get past the harder levels.