Go to the Options Screen and select Credits. Now enter the following:

Infinite Ammunition:
L1, Triangle, Up, Down, Circle, Circle, Triangle, Square, Left, Triangle.

Infinite Health:
L1, Triangle, Up, Down, Circle, Circle, Triangle, Square, Right, Square.

Instant Puzzle Solve Mode:
L1, Triangle, Up, Down, Circle, Circle, Down, Down, Down, Up.

Expert Mode:
L1, Down, Down, Down, Triangle, Down, Down, Down, Square, Left, Right for a harder challenge.

Instant death with All Firearms:
L1, Triangle, Up, Down, Circle Circle, Triangle, Square, Down, R1 for one-shot kills.