Various cheats

Invincibility:
     During  gameplay  pause the game and press Up, Down, Left, Right,
Left, Right, L2, R2

Unlimited Ammo:
     During  gameplay  pause the game and press Left, Right, Up, Down,
Up, Down, R2, L2

Unlock All Stages:
     On  the  mission  select screen press Up, L1, Down, R1, Left, L1,
Right, R1, Up