From the main menu screen

Black Grail
LEFT, L1, CIRCLE, L2, TRIANGEL, R2.

Carstien & jewel
R1, TRIANGELE, R2, R2, SQUARE, RR1.

Hand of Nagach
R2, LEFT, R2, UP, DOWN, LEFT.

Liber Mortis
CIRCLE, TRIANGEL, SQUARE, L2, R1, R1.

Victory
L2, RIGHT, SQUARE, RIGHT, R1, R2.

Long March
R1, L2, TRIANGLE, SQUARE, LEFT, R2.

Credits
LEFT, RIGHT, SQUARE, RIGHT, R1, R2.

From the main menu - options screen
Press SELECT, this will bring up a mini-mini. Enter 
the following there. Pressing resume will then activate.

Chapter Skip
R2, R1, L2, R2, R1, R2. Skips one at a time, repeat 
for futher chapters.

From the DEPLOYMENT screen
Press SELECT, this will bring up a mini-mini. Enter the 
following there. Pressing resume will then activate.

Skip Battle
R1, R1, L2, L2, R1, R2.

Extra Cash
R1, L1, R1, L2, R1, R2.

Touch of deth
R1, L1, R2, R2, R1, R1.

Rapid Reload
R2, R1, R2, R1, L2, R1.

Enemy Select
L2, L2, R2, L2, R1, R1.

Pin Heads
L2, L2, L2, L2, R1, R2.