Access Cheat menu:
Pause the game and press R2 + L1 + Square + Circle + Select. This will open the cheat menu so you can enter the following codes.

Display Enemy's Health:
At the Cheat menu press L2 + R2 + Square + Select. This will show the health left in your enemies.

One Hit Kills:
At the Cheat menu press L1 + L2 + R1 + Square + Select. Now all you need is one hit to kill an enemy.

Level Select:
At the Cheat menu, hold L1 + R2 + Circle + Square. A text will appear in the corner of the screen. Press left or right to select your level.

Unlimited Health for Enemies:
At the cheat menu, press Square + Circle + Select. The unlimited enemy health option will appear on you cheat menu.

Unlimited Continues:
At the Cheat Menu press L1 + R2 + R1 + Select. Now you have unlimited continues.

Unlimited Power Up:
At the Cheat menu press L1 + R1 + Select. Now any powerups will charge that stat to 100%.

Walk through walls:
If you want to walk through walls go to the main menu and hold L1 + R2 + Circle + Square then press Select. You will know if you did the cheat correctly if you see a message.

Unlimited Lives in Single Player:
After pausing the game press and hold L1 + R2 + Square + Circle and press Select. Now pick the Hero Unlimited Life option from the menu