Go to the cheat codes screen and enter the folowing

 

All movies-A,Y,A,Y,black,R,A,Y

Invincibility- X,X,X,R,A,L,L,Y

Infinite Ammo-A,L,L,black,B,white,L,L

Level Skip-Y,white,black,L,A,R,R,Y

Big Heads-L,black,B,white,white,B,black,L