Hints:

Beating Earthworm Kim:
     Get all Udders then go to the dog head in the lobby, he will open
a  door  and you will have to verse Earthworm Kim. Watch out, when you
touch  her  she swtiches bodies and throws out your marbles, to change
back touch her again.

Playing as Earthworm Kim:
     Get  all  1000  marbles  on  all stages, go to the first stage in
Fear. There is a door in front of the Professor Monkey-For-A-Head rug,
go  in  it,  you have to be as smart as a smart superhero (collect all
1000 marbles) before you go in. When you go in, it stops your game and
goes  to  the  beginning part, where Jim is playing the accordion, but
Jim  isn't  there,  Kim is. When you start the game with Kim you start
from  the  very  beginning  (as smart as pond scum). Kim does the same
things  as  Jim but she is two times weaker, her shots do less damage,
those  health thingies regain two precent instead of five, and marbles
don't regain health.

Small Jim:
     Hold  Z  and  press  C-Up, C-Down, Left at the title screen, then
begin game play.

Unlimited lives:
     Go  outside  the  entrance to "Hungry Tonight?" Collect the Power
Parp Tin from Snott and use it to collect the nearby extra life. Enter
"Hungry  Tonight?"  and  immediately  exit. Talk to Snott again to get
another Power Parp Tin, then collect the extra life again. Repeat this
to get as many extra lives as needed.