Regular Codes:
     In  any  of  the three games press Esc to pause. Press (and hold)
the  R  and  2  keys.  Keep them down! Right and left stands for right
arrow  key,  left  arrow  key,  and  so  on. When the code is typed in
correctly, release the R and 2 keys, and the game should unpause.

Die Hard
right, up, down, E                god mode
right, E, down, O                 50 grenades, smoke bombs, and more! 
right, up, down, down, E, right   change guns (repeat as  necessary)

Die Harder
right, up, down, E                change guns (repeat as necessary)
right, up, down, E, E             god mode
right, E, left, O, A, down, E     extra missiles and grenades

Die Hard with a Vengeance
left, O, up, down, E, right       unlimited lives


Other Codes:
     In  any  of  the three games, hit Esc to pause the game. When the
code is typed in correctly, the game should unpause.

Die Hard
right, E, E, down                 fat mode
right, up, down, down, E, right   unlimited weapons

Die Harder
down, A, right, E                 god mode
left, A, right, down              keeps aim from automatically shifting
down, E, A, down                  skeleton mode

Die Hard with a Vengeance
E, O, X, O, E, L, X, D, L         affects other cars once they are hit