Mission select
At the title screen, press X, L2, Triangle, R2, Select to unlock all missions.

All maps in Quick Mission mode
At the title screen, press R1, L1(2), R1(3) to unlock all maps in Quick Mission mode.

All special features
At the title screen, press L1, L2, R1, R2, X, Select to unlock all special features.

Extra health and armor
At the title screen, press L1, R2, R1, L2, Circle, Up, L1 to start each level with health and armor (which is a whole new circle of health).