Play in Expert Mode:
Goto the Title Screen and highlight "One Player". Now press and hold the keys below:
Up + L1 + R2 + Select + Circle + X + Square

Mission Select:
During gameplay press pause and highlight "Map". Now press and hold the following:
Right+L2+R2+Circle+Square+X
Goto the Options Screen and select Cheats.

Access Movie Theater:
During gameplay press pause and highlight "Briefing". Now press and hold the following:
Right+L1+R2+Circle+X
Goto the Options Screen and select Cheats