Enter these at the main menu with the left trigger held down.
Access all missions:
Down up left left B right down X

Unlock daywalker difficulty:
Left B up down X B A
Unlock all weapons:
A B down left B B Y
Pause the game and hold the left trigger down for these.
Infinite ammo:
left B right X up Y down A
Infinite health:
Y X Y X Y B Y B
Infinite rage:
left down left down right up right up
Invulnerability:
X B Y A A B Y A