Cheat mode
Pause game, then press the following in order: Up C, down C, left C, right C. The cheat option should appear. This must be entered before any other code is entered.

Invincibility
Go to cheat menu and then: Left C, Right C, down C, goto god mode and press A to activate.

Level select
Goto cheat menu and type: Left C, left C, right C, right C, down C, Up C. goto Visit on the cheat menu, and scroll through the levels. press A to go there.

All keys
Goto the collect sub-menu in the cheat menu and type: Down C, up C, left C, right C. goto all keys and press A to activate. this only works on your current level.

All Artifacts
Goto collect sub menu and press: Up C, Right C, Down C, Up C. select the All artifacts option to activate. this will give you 25 of each artifact, and you can re-select to refill. (Does anyone know how to change the selected artifact in the game? I cant figure it out.)

All weapons
Once again, go to the collect sub menu and press: Right C, Up C, Down C, down C. goto all weapons to activate. reselect to refill ammo.

Clipping
Go to the cheat menu and press Up C 20 times (This seems silly, but it works), then down C. goto clipping and press A to activate. you will be able to walk through walls, but you wont be able to pick up items.

Puzzle items
Goto collect sub-menu and type: Up C, left C, left C, left C, right C, down C, down C. goto puzzle and press A to activate. it will activate all the puzzle switches in the current level.

Butcher
Cheat menu again: Down C, up C, left C, left C. goto butcher and press A to activate. kills all enemies in the current level.

Health
Goto cheat menu and press: Left C, up C, down C, down C. goto health and press A to activate. reselect to replenish your health.