Enter the following codes at the title screen.
Listen for a sound that will confirm when you have entered the code correctly.

Stage Select:
Press L1, R1, L1, R1, Left, Right, Circle, Square, R2, L2.

Weapon Select:
Press L2, R2, L1, R1, Up, Down, Down, Up. When the game starts press and hold Square and Triangle.

More Lives:
Press L2, R2, L1, R1, Down, Up, Up, Down.

Unlimited Continues:
Press L2, R2, L1, R1, Left, Right, Right, Left.

Movie Player:
Press L2, L1, R1, R2, Up, Left, Down, Right.

Hidden Games:
To access the hidden games, enter one of the codes below at the main menu with the title in the background.
Hidden "Gyruss" Game -- Press L2, L1, Left, Right, R1, R2 Hidden "Pac-Tank" Game -- R2, R1, Right, left, L1, L2