99 lives:
After pausing your game, push R2, Up, L2, Down, Left, Up, Left, Right, L2, R2.

Collect more explosive bullets:
After pausing your game, push R2, Down, L2, Up, Right, Down, Right, Left to collect up to 99 explosive bullets. 

Keep current lives:
Press Start and select the "Exit" option after falling. The game will resume at Time Station with the same amount of lives.

Rear-view in ski mini-game:
Press L1 + R1 to get a rear-view mirror during the ski mini-game.

TV Station:
When you fight against Specter's flying thing, wait until he starts dropping the blue bombs. If you stand right next to it, you will not get hurt when it explodes.

Control net:
When you cannot quite control your net, get close to a monkey and rotate the Right Analog-stick just like the stun club.

Turbo boost underwater:
Go to a level with water. Go into the water and hold R2 to get a turbo boost while underwater.

Sneaking up on apes:
It is easy to sneak up on an ape if you hold L3. Then, use the Right Analog-stick to catch it.