All Cerebro Files and Movies:
On the main menu, press X, L, X, L, X, X, R, and then L.

All Costumes:
On the main menu, press X, L, X, L, X, X, L, R.

Cheats Option:
On the main menu, press X, X, L, L, L, L, X, X, L. The cheats option should now be available when the game is paused.

Level Select and All Challenges:
On the main menu, press X, L, X, L, X, L, L, R.

Master Cheat:
On the main menu, press X, L, X, L, X, X, L, R, X, L, X, L, X, X, L, and then R.

Unlock Everything:
To unlock everything in the game, including level select, press X, L, X, L, X, X, L, R, X, L, X, L, X, X, L, R at the title screen. (An alternate code is X, L, X, L, X, X, L, R, X, L, X, X, L, R.) Make sure Level Select appears at the main menu to confirm entry.