Cheat Codes
On the map screen, press the following:

Get all moves, cars, and weapon parts - UP, RIGHT, DOWN, LEFT, UP, X
Get all melee combat skills - UP, DOWN, UP, DOWN, X
Get all driving skills - LEFT, RIGHT, LEFT, RIGHT, X
Get all gun skills - RIGHT, LEFT, RIGHT, LEFT, X
Increase car size (must be inside a car first) - DOWN, DOWN, DOWN, X
Display Nick's position - X, CIRCLE, SQUARE, TRIANGLE

Change Nick's Appearance
When naming your game file (when you are making your license plate), put in the following names. Hold L1 and R1 when you enter and confirm the name:

Look like the Chief - B1G1
Look like Rosie - ROSA
Look like Rosie in lingerie (like in the Blood Money episode) - HURT_M3
Look like a cop - FUZZ
Look like a police officer - FATT
Look like a SWAT officer - 5WAT (alternate code - SWAT)
Look like a commando - M1K3
Look like a female worker - HARA
Look like a female punk - B00B
Look like a male punk - MNKY
Look like a gangster - TFAN
Look like a boxer - BRUZ
Look like a gambler - MRFU
Look like a butcher - PHAM
Look like a biker - HAWG
Look like a S&M donkey - JASS
Look like Ancient Wu's concubine - TATS
Look like a pimp - P1MP (alternate code - PIMP) (Will Barker's fave)
Look like a hobo - B00Z
Look like a corpse - J1MM

Unlock Bonus Movie
To unlock the bonus movie, get all three endings (poor, average, and best) by successfully passing all of the episodes, including the alternate ones. This extra movie is just for fun, and it shows Masterson and Nick doing something silly at the Gulag Club.

Unlock Snoop Dogg
On the map screen, press R1, L1, UP, RIGHT, LEFT, DOWN, L3, R3, X, SQUARE, CIRCLE, TRIANGLE. You should hear a chime to confirm that you did it correctly. Now, go to a place that will save your game.

Then, go to the Mission Select Screen and pick a mission that shows Snoop's head to play as him.

Change Nick's Car Color
When making a license plate, hold L1 + R1 and press DOWN and UP to cycle through all the colors (red, pink, green, etc.).

Dealing With Criminals on the Street
When dealing with street crimes, use the siren, wave your badge, or fire warning shots to try persuading the enemies to stop fleeing and surrender.

Obstacles on Driving Courses
You can simply shoot obstacles on the driving courses to get rid of them. This does not count as something you hit, and it will make several of these courses (particularly the Two-Wheel course) very easy to beat.