You find the Shadow Gun and Mike's watch in the sepulcher, which is where Duncan sends you. It takes a while until you get there.
Game Shark Codes
Master Code (Must Be On) 0E3C7DF2 1853E59EEE81C256 BCC80902
Invincible DE8E3EEE BF899B8BDE8E3EEA BCA99B83
Super Jump [Note 1] 0EAF7EF8 BCA95A82DE8EAC3E 02ADABC30EAF7EF8 BCB95A82DE8EAC3E 02ADAB03
Blurry Mode [Note 2] FE93385D BCA99B93FE93385F BCA99B93
Black Sabbath Video Mode [Note 2] FE93385D BCA99B82FE93385F BCA99B82
Note 1: Hold X to jump higher. Also, if you jump too high you will fall through floor when you land, so make sure to save often.
Note 2: Do not use these codes together.