To get $5,000, you have to pause the game and press Minus, 2, Minus, Minus, 2, Up.
To refill health, you should pause the game and press Left, Minus, Right, 2, Right, Up.
To get ammunition, just pause the game and press 2, Left, 2, Right, Minus, Down.
To unlock all movies, go to the main menu and press 2, Minus, 2, Minus, Minus, Up.