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Nintendo Wii - Golden Axe cheats

Get 9 continues:
Hold Down Left + A + C. Release and press start on your controller.

Select any level:
Choose the arcade mode. Hold Down/Left + B and push Start button on 
the hero selection screen. You will see a number in the upper left 
corner of the screen. This number corresponds to the starting level.
Use the D-pad to change it at your desire.