Unlimited Rocket Launchers:
At the main menu, hold L1, L2, R1 and R2. Then, press: 
Up, Down, Left, Right, Circle, Circle and Square. Start
the game, and once you're in a level, press: 
Circle, Circle, R1, Square, Up, Circle, Down and Left.

Get Neil Stocker in Arcade Mode:
At the main menu press: Circle, Circle R1, L1, R1, L1, R2.

Unlock Secret Menu: 
When the game asks you to press start at the begining of
the game, don't press start. Hold L1, L2, R1, R2, X and 
Triangle. Then press Left, Down, Left, Right, Down. The 
secret menu is now unlocked. To access this menu just go
to options.
  
Unlimited Ammo: 
After pausing the game, press: 
X, X, X, then press R2, then hold down R1 and press Square.
 
Unlimited Health:   
Hold L1 and R2 and press: 
Up, Down, Circle, Circle, Down, Down, Down, Left and 
Circle. Start the game, and press Start once you're in a 
level. Hold Down, L2, and R1, then press:
Circle, Circle, R2, Circle, L1, Square, Square and Circle.
 
Super Cheat: 
Press start and press: X, Triangle, Square, Left, Right, 
Down.
 
Invincibility:
After pausing the game, hold down: L2 and R2, then press:
Circle, Triange, Right, Up, Down, Circle, and Square.