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Revenge of Shinobi (SegaCD)
Extra Men:
In round 4-2, shoot at the first conveyer belt which will make a two-up box appear. Then kill yourself and repeat for as many men as you want. The game will keep track of extra men beyond what the counter shows.
Infinite Shurikens:
At the "Options" screen set Shurikens to "00". Wait for a short time and the "00" will change to an infinity symbol.
Road Avengers (SegaCD)
Level select:
At the "Start" screen press U to highlight "Options" and press start. Highlight the "players" option and press Ax6, and you will hear a beep. When you start the game you will be asked to select a level.