Pause the game and press C-Up, C-Down, C-Left, and C-Right 
for the cheat menu. 

God Mode C-Left, C-Right, C-Down No Clipping C-Up 20 times, C-Down 
Full Health C-Left, C-Up, C-Down, C-Down 
Level Select C-Left, C-Left, C-Right, C-Right, C-Down, C-Up 
Butcher (Kill 'em All)C-Down, C-Up, C-Left, C-Left 

Enter the following codes on the Collect Mode screen.

All Artifacts C-Up, C-Right, C-Down, C-Up 
All Weapons C-Right, C-Up, C-Down, C-Down 
All Puzzle Objects C-Up, C-Left, C-Left, C-Left, C-Right, C-Down, C-Down 
All Keys C-Down, C-Up, C-Left, C-Right