Invincibility ... At the main menu select, settings and then select, cheat Codes. Press UP, L, BLUE, L.

Infinite Ammunition ... At the main menu select, settings and then select, cheat Codes. Press DOWN, UP, DOWN, YELLOW.

All Levels ... At the main menu select, settings and then select, cheat Codes. Press YELLOW, DOWN, R, DOWN.

Location Status ... At the main menu select, settings and then select, cheat Codes. Press BLUE, RIGHT, L, LEFT.

(Unverified) The codes need to be enabled at the start of a level. The infinite ammo code gives you 999 rounds of ammo and also 999 hits from the healing tool. The 999 rounds/hits is now your max and you can continue to pick up ammo to reach the 999. You can also continue to enable the code as long as it was enabled at the start of the level and as long as you have not quit the game in the middle of a level and you will once again reach the 999 rounds/ammo or hits from the healing tool. If you do quit in the middle, you will have to wait until the beginning of the next level to enable the code again but the remainder of your 999 rounds of ammo or 999 hits for the healing tool, will remain.

It also seems that the Invincibility /God mode code, once enabled, can only be turned off as long as you don't quit your game in the middle of the level. If you quit while its enabled, it seems as though it can't be turned off until the end of that level.

Also, in the button sequence, the "L" and the "R" stand for the triggers, and the "Left" or "Right" is for the D-pad. Hope this helps.