While at the Level Selection Screen, hold Up on Controller Two, and press Start, Select, Select, Square on Controller One.

Unlock Big Head, Ricochet, Head Shot, and Ricochet All Cheat Options

Beat the game on Easy Difficultly.

Unlock Shink Shot and Dead Eye Cheat Options

Beat the game on Normal Difficulty.

Unlock Big 'N Small Cheat Option

Beat the game on Hard Difficulty.

Unlock Making Of.... FMV Sequences

Beat the Russian Campaign to Unlock Part 1,  British Campaign for Part 2, and American Campaign for Part 3.