The Revenge of Shinobi

This should easy be done during simple progression of the game. It's even easier if you do the infinite shuriken cheat. In the options (not the new Sega menu options, but the original Shinobi options) change the shurikens to 00 and then leave the cursor there for 10-15 seconds. It'll change into an infinity symbol and make a sound. Now when you start a game you'll have infinite shurikens.