Unlock Dark Knight Difficulty Level
You must be in the PRESS START menu. HOLD - L1, L2, R1, R2 (simultaneously) 
Then in the proper sequence (digital pad): 
DOWN, LEFT, RIGHT, UP, UP, RIGHT, LEFT, DOWN.

Unlimited Health
You must be in the PRESS START menu. HOLD - L1, L2, R1, R2 (simultaneously) 
Then in the proper sequence (digital pad): 
UP, RIGHT, DOWN, LEFT, UP, LEFT, DOWN, RIGHT.

Unlimited Combo Meter
You must be in the PRESS START menu. HOLD - L1, L2, R1, R2 (simultaneously) 
Then in the proper sequence (digital pad): 
LEFT, RIGHT, UP, DOWN, RIGHT, LEFT, DOWN, UP.

Unlock All Upgrades
You must be in the PRESS START menu. HOLD - L1, L2, R1, R2 (simultaneously) 
Then in the proper sequence (digital pad): 
UP, UP, LEFT, LEFT, RIGHT, RIGHT, DOWN, DOWN.

Unlock End-Game Rewards (Mega Cheat)
You must be in the PRESS START menu. HOLD - L1, L2, R1, R2 (simultaneously) 
Then in the proper sequence (digital pad): 
DOWN, UP, DOWN, UP, LEFT, RIGHT, LEFT, RIGHT.

Making of Sin Tzu:
Defeat Sin Tzu at the end of the game.

Alternate costume:
Successfully complete the game under the easy difficulty setting.