Witch And Hero 2 Advanced mode
At the title screen, press X(2), Down, Left, Right(3), Y, Up(4) to unlock Advanced mode.
Expert mode
At the title screen, press Right(3), Up(2), Left(2), Down(3), Y, X to unlock Expert mode.
Revenge mode
At the title screen, press Up(3), Down(5), Right(2), Left, X, Y to unlock Revenge mode. If you entered the code correctly, the Grand Witch will ask if you want to fight Medusa again.
Tower Of Time and Tower Of Trials
Successfully complete the game to unlock the Tower Of Time and Tower Of Trials. They are endless mode stages that can be found next to Stage 20 on the map.