Weapon and Refill Codes:
At the main menu screen hold down both of the thumbsticks and both triggers (L & R) at the same time and press White, Black, Black, White, White, Black. This will unlock the cheat menu at the bottom of the screen which will let you enable all weapons and refills. 

To use the cheats press the back button on the controller during game play to access the menu. Then go into the cheat menu and activate the codes by pressing the A button on the cheat you wish to activate. 

Infinite Painkillers:
Press Start during a game and press White, White, Black, A, B, X, Y, Y ,Y, R. Next to your health bar it will say 100+. 

Skip Level:
Press Start during game play and then hold L and press Black(4), X(6), Y(3), Back 

More Difficulty Settings:
Complete the game on "Fugitive" difficulty to unlock "Dead on Arrival" and "New York Minute" difficulties. 

Bonus Bullet Time Level:
Complete the game on "New York Minute" difficulty to unlock a bonus level where you have to kill a lot of enemies, all in bullet time. 

Rat Fight:
In Part 1 Chapter 2, at the very beginning, throw a grenade (you must use the "All Weapons" cheat to have one) in the hole in the brick wall in front of you. Select "Show Objectives" and a new objective will appear: a war against rats. Continue the level and pass the sewer, then go up the stairs. There you will find armed rats to battle.