At the CompStat/Map screen hold down the shoulder buttons and enter the following codes to unlock the corresponding.

Ultra Easy Mode:
X, B, A, A, Y, X

Unlimited Ammo:
X, B, A, B, B, Y

Unlock Double Damage:
A, A, B, A, A, A

Unlock $1,000,000 Dollars:
B, B, Y, B, Y, B

Ghetto City:
A, B, A, Y, Y, Y

Open ALL Fights In City:
B, B, X, X, B

Open ALL Street Races In City:
Y, Y, A, A, Y

Unlock Super Cop:
Y, A, Y, A, Y, Y

Unlimited Endurance:
X, B, A, B, A, X

Unlock ALL Music:
X, B, X, B

Unlocks Puma Outfit at Puma Store:
Y, A, X, B

Zombiefied:
X, Y, B, A, B, A