Infinite Ammo
At the mission select screen, press Up + C, Z, C, Z, L shoulder.
Submitted by Xander06.
Invincibility
At the mission select screen, press R shoulder, Z, Down + C, R, Down + C.
Submitted by Xander06.
Turbo Mode
At the mission select screen, keep pressing Up + C, and Z, until a horn honks.
Submitted by Xander06.
Music Combo
Go to rooftop and as soon as possible jump off the side. Then when you get to the 'Mission Select', select one of the groups of levels and scroll up and down on the joystick.
Submitted by FF-Lightning.