Bonus missions:
Hold Select and press L, R, L, R, L, R at the bonus mission screen. Repeat the code to unlock the next bonus mission. The bonus missions are "Train Level", "Heroin Factory", and "TV Station".
All bonus missions:
Go to splintercellessentials.com on your PSP's Internet connection, select "PSP User", and enter A27200203S as a code.
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Splinter Cell: Essentials Cheats at CheatingDome.com.