Various cheats

Opening the Star Locker
     To  access  the  Star Locker at the L.E.I.L.A. office, break Hank
Redwood's records in Leila mode, then complete the game once. The Star
Locker contains all the weapons in the game with unlimited ammunition.
Note:  You  may  not be able to complete the game normally if the Star
Locker is used, because you will be unable to pick up vital items.

Walk Through Walls
     On any mission with an gate type elevator door, open the elevator
by  pressing  the A button while crouching with the L trigger. You can
now pass through any wall on that loaded stage.