Not a very big list but there are a few available (and by "few" i mean three).
These first two are entered when on the title screen of the game.
X, L2, triangle, R2, Select - Unlock all missions
L1, L2, R1, R2, X, Select - all special features
Now, if things are getting a bit too rough here is an invincibility cheat, to be entered when pausing the game.
L1, R2, L2, R1, Select