Directions:

All Weapons:
While playing, press B, D-Pad Up, D-Pad Left, D-Pad Down, D-Pad Right, B, B.

Max Damage:
While playing, press D-Pad Down, D-Pad Down, B, Y, D-Pad Down, D-Pad Down.

Unlock more modes:
Beat the game once to unlock Nightmare Mode & Alternate Hunter Mode options at the Special Features screen.

Alternate ending:
Save over 50 innocents before returning to the train to unlock an alternate ending.

Sound test:
Press Left, Left, B or Right, Right, B during game play.

Get the strength powerup:
To get the strenght power up you have to destroy a wall with a crack on it( it's on the sewer level after killing the giant teddy bear), that's also the place where you fight three vamperella's with machine guns.

Get the accuracy powerup:
To get the accuracy power-up you have to go up the ladder on which I think is level 5, and pass all the bastards with shotguns, then you have to keep going till you get to where two flame-throwing bloodsuckers are and there before your eyes, is the power-up.