Level Skip:
Pause the game and press Up, Down, Left, Right, Right, Left.

Invincibility:
Pause the game and press Left, Left, Right, Right, Down, Up.

Max Ammo:
Pause da game and press Left, Right, Left, Right, Right, Left.

Refill Health:
During the game, press pause and press, Down, Down, Down, Left, Up, Right.

Thanks to Revolution readers Hobo2001 and Josh Skvarla!