The Great Escape Cheats

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The Greatest Escape mode:
After finishing the game you will unlock the THE GREATEST ESCAPE option. This allows any level to be played with a time limit.

Notebook:
Upon getting caught up on an objective push Select. This brings up your notebook, and tells you exactly where to go and what to do. It is not cheating but a feature built into the game.
User Cheat by Rastaf

Saving the game:
While playing the missions, you will only be able to save a certain number of times. The amount of saves you get depends on the mission. Make sure to only save after you clear a major obstacle or objective. Use your saves wisely because if you don't you will get stuck on key parts of the game.
User Cheat by Bilbo

Level select:
In the main menu, push Y, R, Y, X, Y, R, X, L, X(3), Y. 

Unlimited ammunition and health:
Pause your game with a gun and health kit in your inventory, then In the main menu, push Y, X, L, R, L, R, X, Y, L, Y(2), R. You will see a message if you have entered the code correctly.

All FMV sequences:
In the main menu, push L(2), Y, X(2), R(2), Y(2), X, L, R. You will see a message if you have entered the code correctly.

Beating the tank:
When you are driving the tank, you encounter another tank. You cannot fight; park somewhere safe and run into the house with the stairs. Go to one of the levers and pull it. You will see a train appear and hit the tank, clearing the path for you.