Army Men: World War Cheats

Level select:
In the main menu, hold R2, then hold R1. Release R2, then release R1. Hold L2, then hold L1. Release L2, then release L1. Then, push Circle, Square.

Unlimited ammunition:
Push Start then hold L1 and push X, Circle, Square, Circle(2), Down(2).

Empty level:
If you die on a level, remove the game disc then select "Retry". Since the game engine is already loaded, it will try to reload just the level data and it will appear without any lighting and very few objects.