Game & Watch Gallery 2 (GB)
To erase all the saved data on the battery, on the title screen hold B and press Up Up Down Down Left Left Right Right, then release B.
On the "game options" screen, press Select to toggle the music on or off. An animated note will be in the upper-left corner when the music is on.
You can change the animated border pattern on the Pause / Game Over menu simply by pressing B. There are about 15 patterns to choose from.
During a game, press Start to pause, then turn off the Game Boy. When you turn it back on, you'll be able to start that game from where you left off.
In the modern version of Helmet, score less than 100 points, then lose all of your lives. Choose "Retry" and you'll be Wario instead of Mario.
In modern Donkey Kong, go up a pipe at exactly the same time a barrel rolls down through it, and you won't lose a life.