All cities: 
At the main menu, press Triangle, L1, Triangle,
L1, Triangle, R1.

All cars: 
At the main menu, press Triangle, L2, Triangle,
R2, Triangle, L2, Triangle, R2.

All bonus levels: 
At the main menu, press Triangle, L1, Triangle,
R1, Triangle, L2, Triangle, R2.

Infinite time and continues: 
While playing a game, press Up, Down, Up, Down,
Left, Right, Left, Right, Up, Left, Down, Right.

Win Game:

Go to the main menu and enter Triangle, L2, 
Triangle, R2, Triangle, L1, Triangle, R1.