All missions and gallery pictures unlocked
At the "Press Start" screen, press L2, R2, L1, R1, L1, L2(2), R2, L1, R1(2), R2.

Invincibility
At the "Press Start" screen, press R3, L3, Right, Left, L1, R1, R3, L3, Right, Left, L1, R1.

Infinite ammunition
At the "Press Start" screen, press R2, R1, Triangle, L2, L1, Up, R2, R1, Triangle, L2, L1, Up.

Add weapon
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 the game is paused.

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