Shell Shock (Saturn)

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Sound test

Complete the game and unlock all the characters. When you load your save file, you will have a sound test option in the configuration menu.

Various Cheats

In the hanger (area after the 'press start screen'), press down, up, down, up seven times then A, A, A, A. This should give a debug menu. From there, you can skip levels, be invulnerable, and have full upgrades.