If you stay in the water of the moat and kill seven ninjas with your sword, a blue creature will fly across the screen. Catch him for a 1-Up. This will work in all of the moat scenes.
Ten lives
Hold Select + Start + A + B on controller one and A + B on controller two. Power on the NES while those buttons are held. Release the buttons when the title screen appears. Then, hold A + B on controller one and B on controller two. While keeping those buttons held, press Start on controller one.