In Comix Zone, enter the jukebox and select the corresponding number below with the circle button:

Level Select: 14, 15, 18, 5, 13, 1, 3, 18, 15, 6.

Invincibility: 3, 12, 17, 2, 2, 10, 2, 7, 7, 11.

To get a hint on beating any given game on the collection, go to that game on the selection menu and press the R button twice. This will call up a hint menu specific to the game you selected. (unverified)