Commander Keen: 1, 2, and 3 Codes -

Items:
Hold T + A + B for 99 rounds of ammunition and an extra life.

More items:
Hold C + T + [Space] to receive the pogo stick, all key cards, and ray gun charges. Alternatively, press [Ctrl] + [Tab] + [Space].

Invincibility:
Hold G + O + D. This also allows better jumps.

Level skip:
Press [Shift] + [Tab] while at the map level.