Figured I'd post it here, was practicing this for the Big 20.

It's triggered on the subway stage, and pretty sure it's triggered by the dog somehow. If you happen to hop into the last subway car on the same frame (?) a dog tries to jump and attack you, then ride the subway into the slums, it seems you actually wind up with partially infinite health. Fire and the hobos don't hurt you, but the spikeballs and boss still do in the slum stage.

Maybe getting hit (provided it was triggered this way) as you transition into the next screen could serve useful in other sections if this wasn't known to begin with. I can upload a video of it later and probably will.

Hope it helps someone.