F10 + C + 0: Full health, full bombs, works once per game.
F12 + TAB + DEL: Activates Debug Mode.
When Debug Mode is active, you can use the following cheats: F10 + G: Toggle God Mode. F10 + M: View memory usage. F10 + W: Warp to a level.
Using apogee as a command line parameter will temporarily force the Simpsons invade your high scores, not recognize save games, and, if you die just after entering a level, you will become invincible.
Hints
Here's a list of the various ways to get bonus points in Cosmo:
Bomb 15 eye plants (bombing an eye plant also gives you back your bomb) - 50,000 points
Bouncing ten times on moons - 50,000 points
Destroying all crates in a level - 50,000 points
Blowing up a hint orb - 12,800 points
Bouncing on a blue ball while it's falling - 12,800 points
Various useful objects are also hidden in some levels:
You can find a hidden hover-scooter in level 3 of Cosmo 1 and levels 1, 5, and 8 of Cosmo 3
There's a hamburger hidden in many places - levels 5 and 9 of Cosmo 1, levels 7 and 9 of Cosmo 2, and levels 1 and 8 of Cosmo 3
Blow this up with two bombs in level 5 of Cosmo 1 to get a hamburger
Duke Nukem is trapped in ice in a secret area of level 7 of Cosmo 2. Bomb the ice to free him, and he'll blast off and give you a hamburger
Here's the conversation Duke and Cosmo exchange: Cosmo: Yikes! Who are you? Duke: I'm Duke Nukum, green alien dude. Until you rescued me, I was stopped cold by an alien invasion force. Cosmo: Wow! Can you help rescue my parents? Duke: Sorry, kid, I've got to save the galaxy... ...but I can give you something that will help you out. Cosmo: Thanks, Mr. Nukum, and good luck on your Mission. Duke: Just look for me in my next exciting adventure, Duke Nukum II! Cosmo: Bye. Duke: See ya... and have those spots checked...!