GelmiR, some more codes from your list...
Castle of Illusion (Genesis/MD) Game Genie
R05T-A6Y8
Invincibility. Note that you may still get "hit" one time per level or life.
RHEA-A6ZW
Double jump. If you're jumping while walking, you can do the second jump at any time. Very useful for getting across large gaps. If you're jumping while standing still, you'll need to press jump a second time before you reach the top of your jump.
NL6T-AA5E
Allows you to jump one time while in the air after walking off a ledge. Useful for getting across large gaps. Will only work if you are walking on the ground as you go off the ledge.
R1AA-A61L +
R1AA-A6YJ
Walk thru walls. You will not be able to jump while inside of a wall.
R1AA-A61L +
R1AA-A6YJ +
AMEA-AA4E +
RHEA-A6ZW
Walk thru walls. You can jump while inside most walls.
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The code below is just for fun, and I probably won't add it to the site. It lets you see the lower parts of this area that you normally could never see. May work on other levels too. In short, when you enter the second stage/area you encounter some bottomless pits that will kill you if you drop down into them. The code below makes it so that you don't die when you fall into the pit. When you reach the bottom, you can use the "Walk thru walls" code and start walking to the right. You will eventually reach an area that will let you get back into the game. As I said, not particularly useful, but kind of fun exploring and seeing parts of the game that no one has ever seen before (except the developers).
R09T-A6XC
Don't die when you fall into a bottomless pit.
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EDIT: If you need a master code...
EABT-AA3E