Tarzan

Extra lives:
When low on lives, replay the earlier levels over and over. Save the game after completing each level that is replayed. After accumulating enough lives, return to the last level that was unlocked and continue the game.

Unlimited Lives:
While playing, press L1, R1, L2, R2, L1, R1, L2, R2

Level skip:
While playing, press R1, R2, L1, L2, R2, L1, L2, L2