Following codes by sLorkAn.

Full Health
When in the game, press Start to pause, and press
up, up, down, down, left, right, left, right, square, 
triangle. You'll hear a shout from the ninja to confirm

Get all items
At weapon select screen, hold down R1 and press up, up, 
down, down, left, right, left, right, square, triangle.

Stage Select
on the stage select screen hold R2, then press up, up, 
down, down, left, right, left, right, Square, Triangle. 

99 Capacity
on the weapon select screen, hold L1, then press up, up, 
down, down, left, right, left, right, Square, Triangle.

More Weapons
on the weapon select screen hold R1, then pressup, up, 
down, down, left, right, left, right, Square, Triangle.

More Number Of Weapons
on the weapon select screen, hold L2, then press up, up, 
down, down, left, right, left, right, Square, Triangle.

Regaining Health
Just pause the game, then press up, up, down, down, left, 
right, left, right, Square, Triangle.

Ayame's sexy armor

1. Must select Ayame as character.
2. At item select screen, choose the armor.
3. Press Left, Left, Down, Down, Square, Square, Triangle, Circle.
 
The "1" next to the armor in the personal inventory will 
disappear to confirm the code.

All Missions 
Hold R2 at the mission screen and press
left, left, down, down, square, square, triangle, square
From: Pontus Almén