Sonics Secrets: Golden Axe.

On the character select screen press and Hold Down + Left so the characters are rotating.

Now press Start + B, a number will appear in the top-left corner of the screen showing the code has been activated.

Use Up and Down to select the level you want to play.

On the character select screen press and Hold Down + Left so the characters are rotating.

Now press A + C, then press Start to begin your game. You should now have nine continues.