Press CTRL + Y at the title screen, then set the controls for both players to be the same (for example, both on Joystick 1). Start a two player game. You will now control both Ernie and Bert a single joystick or the keyboard.
Press CTRL during a single player game with player one using the Joystick. A second stationary weapon will appear toward the center of the screen. To cycle through the weapons, press player two's secondary key.