Invisble
Press X, B, Left, Right, B, X, after you paused the game.
All weaponary
Press Left, B, Right, X, Right, Left, after you paused the game.
Max ammo
Press Left, Right, B(3), Right, Left, after you paused the game.
Every character
Press Left(2), B(2), Right, Left, B, after you paused the game.
Level skip
Pause the game and press Up, Down, Left, Right(2), Left.
God mode
Pause the game and press Left, Left, Right, Right, Down, Up.
Refill health
Pause the game and press Down(3), Left, Up, Right.