Fantastic Four

Unlimited cosmic power:
Press Up, X(3), Left, Right, B at the main menu. A sound will confirm
correct code entry.

Hell bonus level:
Quickly press Right(2), X, B, Left, Up, Down at the main menu. A sound
will confirm correct code entry.

Barge arena and Stan Lee Interview #1:
Quickly press X, B, X, Down(2), B, Up at the main menu. A sound will
confirm correct code entry.