God mode

Pause the game and press Up, Down, Left, Right, L, R, Left, Right, Start.
Grenades

Pause the game and press Down(5), Up(4), R.
Instant victory

Pause the game and press L, R, L, R, Left, Right, Left, Right, Y, X.
Extra credits

Pause the game and press A, B, Left, A, B, Right, B, A, Down, R.
Extra lives

Pause the game and press A, B, X, Y, L, R, Up, Down, Left, Right.
First person view

Pause the game and press L, Left, R, Right, X(2), Down(2), R, L.
Level select

Pause the game and press Up, Down, Up, Down, Up, Down, Left, Right(2), Y.
Level skip

Pause the game and press Y(2), X(2), L, R, Down(2), Up(2).
Shields

Pause the game and press Up, Down, Left, Right, X, Up, Down, Left, Right, Y.