There aren't any cheats as such, but here are all the unlockables...
Unlock 'Last Story':
Beat all of the story lines Hero and Dark Endings (10 in total)
Unlock Level 2 Weapons:
When you have beaten the Hero and Dark sides of a story line you will then get your weapon upgraded to level two
Unlock Expert Mode:
Get all 71 "A" rankings.
Library Cutscenes
216 - At vagrancy's End:
1 Nuetral, 1 Hero, 3 Nuetral then Hero
230 - The Ultimate Choice:
Neutral, Hero, Hero, Neutral, Dark then Hero
262 - Steel Combat Boots:
1 Hero, 1 Dark, 1 Nuetral, 1 Hero, 1 Dark then Dark
276 - The Dark Part Of The Galaxy:
Hero, Dark, Hero, Neutral, Neutral then Hero
316 - The One Who Maria Entrusted:
3 Hero, Neutral then Hero till the end
321 - Sparks On The Horizon:
3 Hero, 1 Dark, 1 Hero then Dark
322 - A Use for a Saved Life:
Dark, Neutral, Dark, Hero then Dark
323 - Coffin of Memories:
Hero, Neutral, Hero, Neutral, Dark then Dark
324 - The Self-Imposed Seal:
First 4 Hero missions, Neutral then Hero
325 - A Missive From 50 Years Ago:
First 5 Hero missions then Dark for the final one
326 - Pretense in the Mirror:
6 Hero missions, Hero final boss
Secret weapons:
Beat a story line to a weapon then break open the Shadow Head box to use it
Egg Vaccum:
Beat Normal Story line
Heal Cannon:
Beat Full Hero Story line
Omochao Gun:
Beat Semi Hero Story line
Satellite Laser:
Beat Semi Dark Story line
Samurai Blade:
Beat Full Dark Story line
Shadw Rifle:
Get ALL Endings then complete 'Last Story'