Enter the following during the middle of gameplay:
Y, A, X, B, B, UP - shotgun
Y, A, X, B, B, LEFT - invisibility
Y, A, X, B, B, RIGHT - slow motion
Y, A, X, B, B, DOWN - fast motion
Y, A, X, B, A, UP - change spawn point
Y, A, X, B, A, RIGHT - infinite ammo
Y, A, X, B, A, DOWN - max charisma
Y, A, X, B, A, LEFT - nail gun
Y, A, X, B, Y, UP - sub machine gun
Y, A, X, B, Y, RIGHT - sniper rifle
Y, A, X, B, Y, LEFT- rocket launcher
Y, A, X, B, Y, DOWN - heavy machine gun
Y, A, X, B, X, UP - ragdolls

To unlock the extra stage, Liberty Island, beat the game on any difficulty.