Do not go left. Instead, climb the tall tower with the 10 ring box sitting next to it. When you reach the top, you will find an extra life. Do not stop there. Glide left and you will reach to another tower with an extra.
For example, if you keep playing and reach level 12 and want to stop, make a note of the password at the bottom of the screen. Turn off the game and turn it back on, it will restart at level 1 again.
In Angel Island Zone, grab on to a vine and while swinging on it press Left (3 Right (3 Up (3). A sound will confirm correct code entry. Press Start then A at the title screen to enter the Sound Test.
If you see an extra life there, glide left to find a secret. Sonic 2 And Knuckles : Easy lives: Insert the Sonic The Hedgehog 2 cartridge into the Sonic And Knuckles cartridge. Play as Knuckles and get to the end of Chemical Plant.
Run over to the "underground" machine and jump on it, standing there after the one jump. You should see Dr. Ivo Robotnik in the machine instead of Robo-Robotnik. It seems to work most of the time.
Insert the Sonic The Hedgehog 3 cartridge into the Sonic And Knuckles cartridge. Quickly press Up (2 Down (2 Up (4 after the Sega logo fades and Sonic starts to appear, and before the screen flashes white.