Enter the following during play. Repeat the codes to disable the effect.

Invisibility:
Y, A, B, X, X, Left.

Submachine Gun:
Y, A, B, X, Y, L.

Rocket Launcher:
Y, A, B, X, Y, Left.

Shotgun:
Y, A, B, X, X, L.

Unlimited Ammo:
Y, A, B, X, A, Right.

Max Men:
Y, A, B, X, A, L.

Tons of Ammo:
When you get to your base in the Bronx's sewers, leave an assault rifle there and take the shotgun for a mission. For each assault rifle that is left in the mission, the ammo is transfered to the assault rifle in the HQ in the sewers. This works until you get the ammo box for that gun. (This cheat works for every other gun.)

Thanks to Revolution reader jacob klapps!