To select any level Hold the spacebar down while selecting the "New Game" option.

During gameplay hold down Ctrl and press the + key and you will go on to next level.

If you look in the right places, you can find plenty of Easter Eggs such as the following:

There is a butcher shop in Crow's Bridge

At the beginning of A Traitor's Grave head south and a little west and you'll find the peasent Matthew listening to country music near his mobile home.

In Flight From Covenant you can find Soulblighter standing at the top of the map and then he'll turn into a flock of birds and fly away.