Invincibility
Pause the game and press Left(2), Right(2), Up(4), X, Up, X.

All creatures
At the main menu, press Left, Right, Left(2), Right(3), X to unlock all creatures.

All multi-player levels
At the main menu, press Left, Right, Left(2), Right, Left, Right, X to unlock all multi-player levels.

Mark all objectives complete
Pause the game and press Left(2), Right(2), Down(3), Up, Down(2), X.

Crystal
Pause the game and press Left(2), Right(2), Left, Up, Right, Down, Left, X(2).