Unlimited lives
At main menu: hold R1 and press X, O, L2. If done correctly a sound will chime.
Many Lives
In training mode find the letters that spell FLIK to get a bonus life. You can repeat to get as many as you want.
Extra Training Level
In training finish all of Mr. Spoils training. Now bounce on all the spiders to get a hidden training level which when completed will allow viewing of 3 more scenes (FMV's)
Level skip
Pause gameplay and press L1, L1, R2, R2, X, Circle, Triangle.