PlayStation :: Fighting Force Cheat Codes
Cheat modeAt the main menu, hold Left + Square + L1 + R2. If you entered the code correctly, the words "Cheat Mode" will appear at the bottom of the screen. Then, enter the options screen to access an invincibility and stage select option.Extra weapons
After completing a level and viewing the destruction bonus, quickly move to the exit. If done correctly, the screen will flash and you will hear a sound. Then a shotgun or handgun will appear when the next level begins. If the game is in two player mode, each player will receive either weapon.
Search for more cheats at CheatCodesClub
Search for more cheats at CheatSearcher

You usually get a shotgun and handgun anyways when you move to the next part.
Yo people these cheats really work so try them. Oh and Mark you have to run to the next part to get a handgun or shotgun.