Level skip:
Have Lara face exactly north. Go to "Load", hold L1 + L2 + R1 + R2 + Up, then press Triangle. Close the inventory screen to advance to the next level.

All weapons:
Have Lara face exactly north. Go to the small medipak, hold L1 + L2 + R1 + R2 + Up, then press Triangle.

Unlimited items:
Have Lara face exactly north. Go to the large medipak, hold L1 + L2 + R1 + R2 + Down, then press Triangle.

Easy way to face exactly north:
Find any block that faces north. Climb up or jump to it. Go to the inventory screen and your compass should be transparent to confirm she is facing exactly north.

Atomic Lara:
Turns laras pistol into a nuclear missile launcher. During the time when its loading the title screen enter L1, L1, L1, Triangle, Circle, Circle, X, X, X, X, R1, R1, R2, L2, Square after that you have to get to the second level and pick up the shotgun ammo in the tomb when you dont have a shotgun then go to your inventory and click on the shotgun ammo and it will be your pistol and then press L1, L1, L1, L2, L2, L2, L2, L2, R1, R1, R1, R1, R1, R2, R2, R2 then put it away and take it out again. It will then shoot nucuelar missles

Find Two Gold Skulls in the Training Level:
In the begining when you play as Lara the teen. In the very begining walk to your left go a little up and you should find a golden skull. When he is teaching you how to make the running jump automatically fall go to the back and you should get another skull.

There is a third skull in the training level when you dive into the water to lower the first bridge.

There are alot more than 2 or 3 golden skulls in the training part of the game. There are many, I think I counted 10.

Save health packs:
(submitted by: MadHaTTeR)
You can save health packs by going to a different level, then coming back for health because the levels are so numerous and close together.