At the Weapons screen (after the mission briefing) on any level, press
all the buttons and toggles, except X (L1, L2, R1, R2, CIRCLE, TRIANGLE, SQUARE). Hold them down simultaneously and move the directional button to the left. You'll hear the big metallic clang. When the mission loads, you'll have all the weapons with unlimited ammo, but you'll get a "Mission Cheated" message at the end.