Bonus Arena
In World 1 Arena 1, after you have blown up the atomic door with the "world's smallest atomic device", turn around and go back to the original cave you started the game in. You will find a shimmering pink ball. Step into the ball. You will appear in a new arena. Shoot all the Grunts in this arena. A tornado (useful for killing everything in an arena) and health bites will float down. Pick up these goodies and then step back into the ball. You will arrive back into the original cave and continue onward to Arena 2.

God Mode
While playing, pause the game and press Down, L1, Up, Square, Start, Start, Circle, Triangle, Triangle, Circle, Right, Up, Left, L1, Square. Unpause the game to enable the code.

Level Select
At the title screen press Left, Circle, Triangle, Up, Square.

Various Cheats
Before you can enter the following cheats, you must first pause the game and press Down, R1, Up, Square:

Bones Airstrike: Press Down, Up, Circle, Down, Up, Down, R1.

Cow Drop: Press Up, Down, Down, R1, Right.

Dummy Decoy: Press x, R1, Right, Circle, x, Up, Square.

Invincibility: Press Circle, Triangle, Triangle, Circle, Right, Up, Left, R1, Square.

Mortar: Press Left, R1, Triangle, Square, Right, Circle, Left, left.

Nuke: Press Down, Up, Square, Triangle, Down, Circle, Circle, Right.

Sniper Grenade: Press Up, Square, R1, Left, Circle, Triangle, Square.

Super Chain Gun: Press Left, R1, Down, Square, Triangle, Up, Down.

Super Speed: Press Right, Circle, Triangle, Circle, x. (During gameplay hold down the R2 button for Super Speed.)

Thumper: Press Down, Up, Left, Left, Triangle, Up, Right, Down.

Tornado: Press Down, R1, Square, Triangle, Right, Up, x.

The Worlds Most Interesting Bomb: Press Down, Right, Circle, Circle, Left, Left, Up, Square, Triangle.