Check out the video below to see how you can farm unlimited money and lock picks in the chapter entitled 'Return to the Hall of Heroes'. Farming lock picks (30 should be sufficient) will come in handy when going for all of the collectibles as some are behind locked doors. Farming money will come in useful in 1999 mode as it can be used to upgrade weapons and vigors as well as pay for your deaths. The money farming trick only works with the shown machine, other machines can only be possessed once. You get 40 silver eagles each time you posses the machine so it is a time consuming process.
Enter the Konami code (Up, Up, Down, Down, Left, Right, Left, Right, O, X) at the 'Main' menu to unlock 1999 mode without having to beat the game. When the code has been entered correctly a confirmation message will appear on screen.