All Cities
     At the Main Menu, press Triangle, L1, Triangle, L1, Triangle, R1.

All Cars
     At the Main Menu, press Triangle, L2, Triangle, R2, Triangle, L2,
Triangle, R2.

All Bonus Levels
     At the Main Menu, press Triangle, L1, Triangle, R1, Triangle, L2,
Triangle, R2.

Win Single Player Game
     At the Main Menu, press Triangle, L2, Triangle, R2, Triangle, L1,
Triangle, R1.

Stage Skip
     At  the  Main  Menu, press Up, Down, Up, Down, Left, Right, Left,
Right, Down, Left, Up, Right.

Infinite Time and Continues
     At  the  Main  Menu, press Up, Down, Up, Down, Left, Right, Left,
Right, Up, Left, Down, Right.