A popular glitch in this game is entering the SEGA Truck and getting dropped off in the middle of kill-terrain where the road splits up into two lanes. You can proceed to drive forward without getting harmed.
Now here's a glitch that happened to my brother about 20 years ago and I've never heard anyone else doing it since:
Entering the SEGA truck while the screen scrolls up to the seconds boss, Tanks (Baromet), will make you control the truck, however, you'll be unable to fire.
This might require you to die at a specific distance before the boss appears, as how and when the truck arrives hasn't been calculated yet.
The rules of unloading from the Truck is that it has to slow down and let you off, but this will be interrupted if the boss scrolling activates before you've gotten new weapons inside the truck.
The Truck glitch used together with different cheat codes (e.g. invincibility) might turn this into a pretty interesting game!
Note that this hasn't been tried on other bosses.
Imagine if the SEGA Truck would appear just when you've collected all the letters and you're just about to turn into an airplane. What would happen? Would you drive off where the road ends or would you be able to fly around with the truck sprite?
Still a lot to discover :)