At the Zone Selection screen, pause gameplay and press any of the following:
L1, R1, L1, R1 - Unlock 1st Level in All Zones
L2, R2, L2, R2 - Unlock 2nd Level in All Zones
L1 + R1 + L2 + R2 - Unlock 3rd Level in All Zones, secret power-ups, and 3 classic black and white Pong versions.
Level Select
At the Options screen, press L1, R1, L1, R1, L1, R1.