To unlock, go to Level 7 - Hollywood. Once you destroy the refuelling station head left into the room, where there is an arcade machine. Press X in front of it to play and unlock Missile Command. You can now play this in the Special Features.
Go to the Credits menu. While viewing the credits, press X, Z, Y for level select and the ability to enter the following cheats:
X, Y, L - All Upgrades option unlocked
X, Z, R - Invincibility option unlocked
You unlock cheats every 10,000 points that you score in the game.
All Upgrades Accquired - Collect 60,000 Points
Automatically Kill Any Targeted Enemy - Collect 100,000 Points
Concept Art 1 - Collect 10,000 Points
Concept Art 2 - Collect 30,000 Points
Concept Art 3 - Collect 40,000 Points
Instant Death Mode - Collect 80,000 Points
Invincibility - Collect 90,000 Points
Sergeant Candy FMV - Collect 20,000 Points
Slow-Mo Mode - Collect 50,000 Points
Unlimited Scan-Vision - Collect 70,000 Points