Cheat: Infinite Shurikens
The Revenge of Shinobi isn't an especially hard Genesis game, but it isn't easy either. This game doesn't tempt you with level selects or invincibility modes that would spoil the experience. Instead, the game offers reasonable handicaps, like infinite shurikens.
To get this, go to the Options Screen, move the cursor to shurikens and set the quantity to '00'. Then wait about 30 seconds. You'll then hear a sound effect and the '00' will turn into an infinity symbol.