Full Ammo and All Weapons
Pause gameplay and press L1, L2, R1, R2, Triangle, Circle, X, Square.

Invincibility
Pause gameplay and press L1, L1, L2, L2, R1, R1, R2, R2.

Level Select
Play up to Subway A1. Return to the Main Menu and press Up, Down, Left, Right, Up, Left, Down, Circle.