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, eft 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.