Unlock All Weapons:
At the main menu, press L, L, X, Y, Y, R, R.

Invincibility (wont work in story mode):
At the main menu, press X, Y, L, R, L, R, R.

Unlock all Missions:
At the main menu, press X, X, Y, Y, R, R, L .

Unlock all Vehicles:
At the main menu, press X, X, Y, Y, L, R, L.

Unlimited Ammo:
At the main menu, press Right, Right, Left, Left, X, Y, Y.