Original Asteroids
Shoot the green object in Zone 1, Level 15 to play the original Asteroids game.

Unlock Classic Asteroids, Relentless Mode And Credits
At the Main Menu hold the L button and enter:
C-LEFT, C-RIGHT, C-UP, C-DOWN, A, C-UP, C-DOWN, C-LEFT, C-RIGHT, START.

If you entered the code correctly you will be shown a new menu with Classic Asteroids and Credits on it. To access the Relentless Mode you will have to enter the Single player option.

Unlock The Cheat Menu
During gameplay press the START button to pause the game then enter:
C-LEFT, C-LEFT, C-RIGHT, C-RIGHT, B, A, C-UP, C-UP, C-DOWN, C-DOWN, START.

More options will become available on the pause screen.