Unlimited Lives
Just before starting a game press Up, Up, Down, Down, Left, Right, Left, Right, A, B, B, A.
All Weapons
Up (x2), Down (x2), A, Up (x2), Down (x2), B, Up (x2), Down (x2), C.
The Genie has more
Contra: Hard Corps Cheats at CheatingDome.com.