All Levels, Items and Keys:
At the World Map, press Circle, X, Triangle, Square, Right, Down, Up, Left using Controller Two. Press Select for the menu, add items with Square and Select and delete items with Circle.
Dolphin Mode:
While playing, press Square, Square, Triangle, Triangle, Cross, Cross, Circle, Circle.
Vulture Mode:
While playing, press Circle, R1, R2, Square, Right, L1, L2, Left.