Unlock all levels
At the main menu select the "Continue Game" option, then select "Password." When you are at the password screen press Up, X, Circle, Up, Left, Square, Circle, X. Choose the Single Player or Cooperative modes, and all the levels should be available at the mission select screen.

Level passwords
02 - Up, X, Triangle, Right, Left, Square, Circle, X
03 - Triangle, Circle, Down, Left, Square, Square, Up, Up
04 - X, Right, Left, X, Circle, Square, Square, Triangle
05 - Down, Down, Circle, Square, Circle, Square, Right, X
06 - Triangle, X, Up, Left, Right, Left, Circle, Triangle
07 - Left, Square, Right, Down, Circle, X, X, Right
08 - Triangle, Right, Square, Square, Circle, Down, Down, X
09 - Up, X, Square, Left, Right, Circle, Left, Left
10 - Triangle, Up, Circle, X, Square, Down, Down, Down
11 - Circle, Circle, Up, Left, Right, X, Triangle, Square
12 - Right, Up, X, Right, Circle, Square, Triangle, Circle
13 - Left, Left, Triangle, Circle, X, X, Down, Right
14 - Square, Right, Circle, Up, Down, Square, Down, X
15 - Left, Right, Circle, X, Square, Down, Down, Circle
16 - Triangle, Circle, X, Right, Right, Circle, Square, Down
17 - Square, Up, Up, Right, Left, Square, Down, X
18 - Circle, X, Right, Triangle, Square, Up, X, X
19 - Down, Right, X, Square, Right, Up, Circle, Circle
20 - Up, X, Circle, Up, Left, Square, Circle, X
21 - Left, Circle, Triangle, Down, X, X, X, Circle
22 - Triangle, X, Down, Left, Right, X, Circle, Square