God mode:

Pause the game. Now hold L + R and press A, A, B, A, A, A, A, A.

All weapons, keys, ammo and health:

Pause the game. Now hold L + R and press A, B, B, A, A, A, A, A.

Level skip:

Pause the game. Now hold L + R and press A, B, A, A, B, B, B, A. Unpause to start on the next level.

Skip to level 9:

Pause the game. Now hold L + R and press A, B, A, A, B, B, A, A. Unpause to start on level 9.