At the map screen, press R2, Triangle, R2, Triangle, Circle, Down, Square.
Then use the following codes at the map screen:

Level-Boss select R2, Triangle, R2, Triangle, Circle, Square, Down, Triangle, Up, Right, Left, Down, Up, L1
Story-Style select R2, Triangle, R2, Triangle, Square, Circle, Down, Triangle, Up, Left, Right, Down, Up, L2
Credits-FMV sequence R2, Triangle, R2, Triangle, Down, Square, Circle, Triangle, Up, Down, Left, Right, Up, R1