All multi-player characters
At the "Press Start" screen, press Up, Down(2), Right(3), Left(4), then hold C-Up and press Start to unlock all the Bosses as well as the engineer and a few army characters in multi-player mode. Most of the Bosses have odd guns and may not be able to back up against walls or roll. Alternatively, successfully complete the game on the easy and normal difficulty settings.
Infinite health
At the "Press Start" screen, press Down, Up(2), Down(3), C-Left, C-Up, then hold C-Up and press Start.
Lock on further with the pistol
To lock on further with the pistol, you have to use the machine gun, lock on and switch back to the pistol and it will stay locked on. But if you reload after you locked on, you have to do it all over again.
Max power, sudden death, trial modes
Successfully complete the game on the hard difficulty setting to unlock max power, sudden death and trial modes.
Trial Mode (Play any Level)
At the Main Menu, press Up, Down, Down, Right, Right, Right, Left, Left, Left, Left, C-Down + Start.