During game enter the sequence for the corresponding cheat:
Y A X B B LEFT - Blind, enemy cant see you.
Y A X B B DOWN - FastMode.
Y A X B X UP - Flymode.
Y A X B A DOWN - Full Charisma.
Y A X B Y DOWN -- get Heavy Gun.
UP DOWN BLACK WHITE - get Resurrect.
Y A X B Y UP - get Rifle.
Y A X B Y LEFT - get Rocket launcher.
Y A X B B UP - get ShotGun.
Y A X B Y RIGHT - get Sniper rifle.
Y A X B A LEFT - NailGun.
Y A X B B RIGHT - SlowMode.
Y A X B A RIGHT - Unlimited Ammo.
Unlock Liberty Island:
Unlock the extra stage, Liberty Island, by beating the game once.