All missions and gallery pictures unlocked
At the "Press Start" screen, press White, Black, L, R, L, White(2), Black, L, R(2), Black.

Invincibility
At the "Press Start" screen, click Right Analog-stick, Left Analog-stick, press Right, Left, L, R, click Right Analog-stick, Left Analog-stick, press Right, Left, L, R.

Infinite ammunition
At the "Press Start" screen, press Black, R, Y, White, L, Up, Black, R, Y, White, L, Up.

Add weapon
At the "Press Start" screen, press Up, Down, Left, Right, B, X, Up, Down, Left, Right, B, X. The "Add Weapon" option will now appear when the game is paused.

Psychedelic mode
At the "Press Start" screen, press Up, Black, B, Left, Y, X , White ,L, B ,R.