Earthworm Jim
Must pause the game, then enter these codes:
Effect
Code
Homing Missiles
Triangle, Square, Up, X, Circle, Left, Triangle, Up
Nuke Gun
Triangle, Square, X, Up, Right, Right, Left, Up
Machine Gun
Square, Up, Down, Right, Right, Left, X, Circle

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 Earthworm Jim 2

Here are some very cool passwords :
HARDBODY- Invicibility
VITAMINS- 31 lives
THETHING- L2 + circle to change, L2 + cross to undo
BODYSWAP- press triangle to change character during game.
OTTOFIRE- permanent weapons
CORONARY- adds hearts
BORNFREE- access all levels
TOMMYBOY- play flipper after finishing a level
CASHDASH- Bonus stage after finishing a level

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 Echo Night

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 ECW: Hardcore Revolution

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 Edge of Skyhigh

Level Select
Pause the game, press and hold L1 + L2 + R1 + R2, then press Triangle, Square, Right, Down, Left, Up