I found these cheats I haven't tried them. Let me know if they work.

Donkey Kong Country 3 Cheat Codes

Cheat Effect
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter LIVES 50 Lives
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter WATER. Enter first Waterfall (85 Bonus Coins)
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter ASAVE Auto Save
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter MERRY Christmas bonus games
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter COLOR Color Switch
At the game over screen press, L,R,A,B,X,Y. Continue Game Over Music
At the Select Game menu, highlight a saved game and press L,R,R,L,R,R,L,R,L,R then enter ERASE Erase Times
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter HARDR Extra Difficulty
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter MUSIC Dixie Kong's Music Test
At the Game Over Screen, wait for the song to stop playing, then you can play with the blocks by pressing L, R, X, A, B or Y Play with Blocks
At the Select Game menu, highlight a saved game and press L, R, R, L, R, R, L, R, L, R then enter TUFST Super Difficulty Level (No Continue Barrels)

Donkey Kong Country 3 SecretsUnlock Lost World
To unlock Lost World, using the jet ski or hovercraft, swim several clockwise circles around four rocks (On the first section of the map) for as many times as you can, until Lost World forms.

All of those are already in the cheats section of this forum. And they work.