Level Select & Greatest Escape Mode:
The Great Escape
At the main menu, press Square, L2, Square, R2, Circle, R1, Circle, L1, L2, R2, Circle, Square.
Infinite Health and Ammo:
Make sure you have a gun and health kit in your inventory. Then pause the game and press Square, Circle, L2, R1, R2, L1, Circle, Square, L1, R1, L1, R1.
At the main menu, press L2, L1, Square, Circle, Circle, R2, R1, Square, Square, Circle, L1, R1.
Thanks to Revolution reader carl woodward!
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