During a game enter the inventory screen by pressing Select. Now tap 
the following buttons :
L1, Tri, R2, L2, L2, R2, Cir, L1 (for the NTSC version)
L1, Tri, L2, R2, R2, L2, Cir, L1 (for the PAL version)
You should hear a sigh confirming the code.
Exit the inventory screen.
Re-enter the inventory screen.
Now you have all the weapons and full ammo.

Press L1,Triangle,Square and Start to reset the game automatically.

Handstand: 
While hanging on a ledge, hold R1 and press up.

Swan Dive:
Hold R1 and jump forward you can do this over the ground as well to do a 
fancy dive roll.

In the Palace of Midas, there is a secret which can only be uncovered by 
executing the swan dive. Press R1 and Jump button simultaneously to jump
through the narrow opening above the pool of alligators to solve one of the 
five secrets avaliable in this level.

On the inventory screen enter this sequence three times:L2, R2, Cir, L1, 
L1, Tri, R2, L2 you should hear a sigh, if you don't, keep repeating it until you 
do. Now press select and you should instantly complete the current level. 
I think this cheat is for the NSTC version, if anyone knows the code for 
the PAL version please post it up.

For all weapons, full ammo, and full health go to the inventory screen 
and press L1, Tri, R2, R2, L1, O, L1

Press R1+ L2+select+circle+square just in the beginning on the first level to 
see a secret ending after you´ve finished the game once. It´s hard to do, 
so keep practicing.

To access a secret level select , while the title screen is loading along the 
bottom quickly press the following: L1, C, C, L2, L1, R2, X, T, R1, S, S, X, R2, R1
C=CIRCLE
T=TRIANGLE
S=SQUARE
X=CROSS
This will enable another icon next to the polaroid of laras house that looks like an 
eye. enter the eye and you will have a secret room with lots of caves (each one 
resembles a level exept for two).

The cave with a burning torch on each side contains a flame thrower.

The cave with an engraving of a dinosaurs head contains every single animal 
that you usually encounter in the game plus one mean mother that you wouldn't 
believe possible.

Level Select:
Key: T is triangle & C is Circle
The code needs to be entered in the Items Menu (press select to get there) L2, R2, T, L1, L1, C,
R2, L2