Invincibility and Weapon upgrade: 
Enter the codes during the game while holding right on the D-pad.

Invincibility: 
X, B, B, B, X, B, Y, A. 

Upgrade your weapon: 
X, X, Y, Y, B, B, B, A.

Play as Skeleton Zeke: 
Press and hold A + B + X + Y when the copyright screen appears.