Level select
At the main menu, quickly press Square, Circle, R1, L1, L1 + R1.

Invincibility
Pause the game and quickly press Square, Circle, L1, L1 + L2. Then, Sarge will be invincible during the current level. Alternatively, pause the game and press R1, L1, R1 + R2 within two seconds.

All weapons
Pause the game and quickly press Square, Circle, R1, L1, R1 + R2. Then, Sarge will have access to all the weapons during the current level. Alternatively, pause the game and press L1, L1 + L2 within two seconds.

Run faster in multi-player mode
Hold Square + Triangle to chase your opponent quicker