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.