Contra: Legacy of War

Game Shark Codes from Boogie Bear
Master Code....................f6000914 c305 b6002800 0000
Infinite Bombs P1..............1609dede 0008
Infinite health P1.............1609dedc 0008

Stage + Weapon Select from Psychy
Y Down Up R L R R - at the title screen. To use the weapon select, during the game hold the L and R buttons and press the weapon select button to choose any weapon in whole game.

View Movies from Psychy
Y Down Up L R Down - at the title screen.

FX Test from Rodrigo Mesquita
I have a tip for Contra Legacy of War for Sega Saturn, If you make Y, Down, Up, L, R, Up on the title screen, you will activate the FX Test.