Use LunarIPS to patch to game. https://fusoya.eludevisibility.org/lips/
If you are having trouble, remove your ROM from the ZIP file and try it that way. Please do not request ROMs here. 

Level Select:
Pause in game, hold A, and press up and down. you will see 1 appear. You should be able to scroll through the stages. 

Skip certain parts in stages:
With a second controller, press B.

Shinobi III Practice Rom

keaur

BaconOmelette

Shinobi III: Return of the Ninja Master

Sega Genesis

fran747

A-Frame

USA / NTSC

Shinobi

How to enable 6-button mode

Shinobi 3 discord

Newbie here

Changes

I'm creating a video guide as well as a written tutorial.

New Published TAS - 21:41.59

Faust4712

Shadax

CoolHandMike

Deadseacow