Enter codes in game while holding right on the d-pad:
Invulnerability:
Square, O, O, O, Square, O, Triangle, X.
Level Select:
O, O, Square, Triangle, Triangle, Square, O, X Square.
Upgrade Weapon:
Square, Triangle , Triangle, O, O ,O , X.
Invisible Zeke:
At the legal screen hold X + Square + L1 + R1.
Turn lights on and off:
Pause the game and highlight Options, then hold L1 + R1 and unpause the game and pause it once more. There will be a new item in the Options screen.
Play as Skeleton Zeke:
At the game's copyright screen, press and hold Triangle + Circle + Square + X until the game's title screen.
Weapon Bonus:
During gameplay press and hold Right, then press Square, Square, Triangle, Triangle, Circle, Circle, Circle, X.