Press Up, Down, Left, Right, Circle, Square, Up, Down, Left, Right, Circle, Square at the "Press Start" screen. The "Add Weapon" option will now appear when the game is paused.
All missions and gallery pictures unlocked
Press L2, R2, L1, R1, L1, L2(2), R2, L1, R1(2), R2 at the "Press Start" screen.
God mode
Press R3, L3, Right, Left, L1, R1, R3, L3, Right, Left, L1, R1 at the "Press Start" screen.
Psychedelic mode
Press Up, R2, Circle, Left, Triangle, Square, L2, L1, Circle, R1 at the "Press Start" screen.
Unlimited ammunition
Press R2, R1, Triangle, L2, L1, Up, R2, R1, Triangle, L2, L1, Up at the "Press Start" screen.