To be Invincible:
Press X(3), R, A, L(2), Y at the code entry screen.

God Mode:
Press Y, A, B, X, B, A(2), L at the code entry screen.

Play Any Level:
Press Y, White, Black, L, A, R(2), Y at the code entry screen.

Fill Health Bar:
Press X, R, A, Y, Black, B, A, R at the code entry screen.

Infinite Ammo:
Press A, L(2), Black, B, White, L(2) at the code entry screen.

Fill Ammo:
Press Black, B, A, R(2), A, L, Black during game play.

View Any Movie:
Press A, Y, A, Y, Black, R, A, Y at the code entry screen. 

Big Heads:
Press L, Black, B, White(2), B, Black, L at the code entry screen. 

Big Hands:
Press R, White, X, L, White, R(2), Y at the code entry screen. 

Big Boots:
Press R, White, Y, A, L, B, White, X at the code entry screen. 

Topsy Turvy:
Press Y, A, B(2), A, B, White(2) at the code entry screen.