Invincibility
At the load game screen, press Down(4), Left(4), L, R(2), L, C-Up, C-Down. If you entered the code correctly, the game will return to the main menu.

Infinite ammunition
At the load game screen, press Up(4), Right(4), L, R, L, R, C-Right, C-Left. If you entered the code correctly, the game will return to the main menu.