During gameplay pause the game and enter the following codes to unlock the corresponding feature. If you've entered the code correctly a confirmation message will appear on screen. Enter the code again to disable it.

Unlock Invincibility:
When the game is paused hold L1 and press Triangle, Square, Triangle, Square, Triangle, Circle, Triangle, Circle.

Unlock Infinite Ammunition:
When the game is paused hold L1 and press Left, Circle, Right, Square, Up, Triangle, Down, X.

Unlock Infinite Rage:
When the game is paused hold L1 and press Left, Down, Left, Down, Right, Up, Right, Up.

Unlock Invincible NPCs:
When the game is paused hold L1 and press Square, Circle, Triangle, X, Square, Circle, Triangle, X.

Here's a great bunch of codes which will more than help you in the game if you're struggling. To enable them enter the corresponding code without the quotes at the 'Enter Cheat' screen.

Unlock Cheat Mode:
Enter 'FMNFB' as a code.

Unlock Level Select:
Enter 'SELLOUT' as a code and load a saved game to select any level.

Unlock Invincibility:
Enter 'EMERPUS' as a code.

Unlock Invisibility:
Enter 'SLLEWGH' as a code.

Unlock ALL Weapons (Current Level Only):
Enter 'TEXAS' as a code.

Unlock Infinite Ammunition:
Enter 'MADMAN' as a code.

Unlock Big Head Mode:
Enter 'HEID' as a code.

Unlock Zoo Mode:
Enter 'ZOO' as a code (you'll be able to kill any animal in the game with the war club as a weapon).

Unlock Demo Mode and Target Mini-Game:
Enter 'HUNTER' as a code (also enables you to play the Target mini-game at the 'Main' title screen. Use the D-pad to move the pointer and Fire to shoot).