Invincibility:
Pause the game, go to Options and press Up, Down, Left, Right, Left, Right, L2, R2.

Unlimited ammo:
Pause the game, go to Options and press Left, Right, Up, Down, Up, Down, R2, L2.

All missions:
At the Mission Select screen, press Up, L1, Down, R1, Left, L1, Right, R1, Up.

Thanks to Revolution readers Michael Pac, and Bravotengo!

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