Cheat Mode:
At the title screen, press L2, L1, L2, L1, Up, R1, R2, R1, R2, Down, Select.
The screen should fade in and out to confirm proper entry.
Alternately, press L1, L2, L1, L2, Down, R2, R1, R2, R1, Up, Select.
Press START and several debug options will be added to the menu. Not all options are functional but those that are include:
Play Level = Level Select
Open Secrets = Unlocks Secrets 1-18
Movie Viewer: Unlocks all cutscenes
Load All Levels: Loads a level, plays for 10 seconds, loads next level, etc.