If you get far enough in Ninja Gaiden, you'll get to this fun thing

Which requires you to jump down, catch the left wall right before you plummet to your death, and then hop onto the platform below.

Which is a lot harder than I made it sound.
But!
If, after you press Left to kick off the wall, you immediately press Right, you'll slowly creep your way up the wall where you'll discover that it has no top, and that means...

You fall right through it onto the platform below.

But be aware, you'll stir up quite a few enemies in the process.
Just like the first Ninja Gaiden game, Ninja Gaiden 2 has some pretty good music. But the game's kind of tough, so it's a little bit difficult to get to hear your favorite track any time you want to.
That's why I use the Sound Test.
At the title screen

Hold Up, Left, A, B, and Select, and press Start.
Boom! Sound Test mode!

Which is pretty awesome by itself, but if you hold down Up, Left, A, B, and Select. Then wait for the screen to fade out, then press Start to bring it back, then let it fade out again, then press Start to bring it back, then let it fade out again, then press Start to bring it back, and then press Start again to complete the code, well, then you get to the Sound Test again... but slightly different.

The Musicruise is kind of a neat little visualization for the tracks in the game. And since it looks cooler, it's my choice for a sound test.
Ninja Gaiden is a pretty good game that tells the story of ninja-guy Ryu through several cinematic cutscenes with the occasional gameplay section thrown in.

And you'll probably also notice that there are some pretty good sounds/music in the game. But, who wants to actually play the game to hear them all?
Not me.
So I use the game's built-in sound test when I want to hear the songs.
First, go to the title screen

Then while holding hold Down, Left, A, B, and Select, press Start.

Now you can check out all the sounds the game has to offer without actually getting good at it and progressing the storyline.
Though getting good at the game would be OK.