Map cheat mode
At the map screen, press R2, Triangle, R2, Triangle, Circle, Down, Square.
Then use the following codes at the map screen:

Level-Boss select R2, Triangle, R2, Triangle, Circle, Square, Down, Triangle, Up, Right, Left, Down, Up, L1
Story-Style select R2, Triangle, R2, Triangle, Square, Circle, Down, Triangle, Up, Left, Right, Down, Up, L2
Credits-FMV sequence R2, Triangle, R2, Triangle, Down, Square, Circle, Triangle, Up, Down, Left, Right, Up, R1

Game play cheat mode
While playing, press R2, Triangle, R2, Triangle, Circle, X , Square.
Then use the following codes while playing:

Invincibility R2, Triangle, R2, Left, Right, R1
Infinite lives R2, Triangle, R2, Left, Right, X
Larger enemies R2, Triangle, R2, Left, Right, Up
Smaller enemies R2, Triangle, R2, Left, Right, Down
Full health R2, Triangle, R2, Left, Right, Circle
Full Chi R2, Triangle, R2, Left, Right, Square
Stealth mode R2, Triangle, R2, Left, Right, R2
All Kung Fu styles R2, Triangle, R2, Left, Right, Triangle
Enemies gush blood R2, Triangle, R2, Right, Left, Right

See whole map
Between levels (while T'ai Fu is walking) press R1 & R2 at the same time. You will then be able to walk across the whole map and explore. Press Circle at any time to face the final boss with all styles.

Debug Mode
Finish any level to access the map screen. Press Select + L1 + L2 + R1 + R2.