Invincibility
Pause the game while playing and enter UP, DOWN, LEFT, RIGHT, LEFT, RIGHT, L2, R2 on the options menu.
Unlimited Ammo Cheat
Pause the game while playing and enter LEFT, RIGHT, UP, DOWN, UP, DOWN, R2, L2 on the options menu.
Unlock All Stages
On the mission select screen (any mode) enter UP, L1, DOWN, R1, LEFT, L1, RIGHT, R1, UP to unlock all missions for that mode.
View game developers
When playing in two player mode, go to the mission where you have to protect Furious Thug. At some point you will reach a room with a lot of chairs and a jury stand in the front. Look at the walls until you see some pictures. They appear to be the game developers.
Invincibility...