To unlock all levels in the game put in the code.
Name your character LEVELS to get all levels.
Enter Cheat Mode (hold down A + B + Start) then do these cheats in game, without pausing.
Preferably, you should have your fists equipped, so you don't accidentally blow yourself up or anything.
While in a car, hold Up and release the gas. Your car will continue at the same speed you were at when beginning the sequence.
At main menu press: Left, Right, Up, Down, L, R, Hold start and press A. This will unlock a option that displays all the levels