All missions and gallery pictures unlocked
When your at the "Press Start" screen press L2, R2, L1, R1, L1, L2(2x's), R2, L1, R1(2x's), R2.

Psychedelic mode
When your at the "Press Start" screen press Up, R2, Circle, Left, Triangle, Square, L2, L1, Circle, R1.

Unlimited ammunition
When your at the "Press Start" screen press R2, R1, Triangle, L2, L1, Up, R2, R1, Triangle, L2, L1, Up.

Add weapon
When your at the "Press Start" screen press Up, Down, Left, Right, Circle, Square, Up, Down, Left, Right, Circle, Square. The "Add Weapon" option will now appear when you pause the game.

Bazooka
When your at the "Press Start" screen press Up, Left, Down, Right, R2, R1, L1, L2.

God mode
When your at the "Press Start" screen press R3, L3, Right, Left, L1, R1, R3, L3, Right, Left, L1, R1.

Cowboy hat
As a name type in Cowboy. Your character will wear a cowboy hat in a few intermission sequences.