When you reach the 'Don Of New York City' rank at a 91.5% game completion you will get unlimited ammunition for ALL of your guns. This does not include Bombs, dynamite, and Molotov Cocktails. Melee weapons can still wear out.
The following procedure involves editing game files so it is advised that you create a backup. Enter the 'electronic artsthe godfather the gamemovies' folder and delete the 'load.vp6' and 'paramount.vp6' files. You will now only be prompted with the copyright clip before you enter the 'Main' menu.