Gradius 3 & 4 Cheats (PlayStation 2)

While playing Gradius 3 press start to pause the game. Then press
  these buttons in the following order.

  UP, UP, DOWN, DOWN, LEFT, RIGHT, LEFT,RIGHT, SQUARE, & TRIANGLE.
  If done correctly you should hear a chime to confirm the code has
  worked. You use this code at least 25 times.

  

  

Pause the game and press Up(2), Down(2), Left, Right, Left, Right, Square, Triangle. If
you entered the code correctly, you will hear a sound. Note: This may only be done
a limited amount of times. -From: Olikong@aol.com

Reach stage 10 and let the Boss hit you with a bullet to unlock the first Gradius stage in
extra mode.

Successfully complete Gradius 4 without using any continues to unlock the Stage Select
option.

To play first stage of Gradius and Salamander, play Gradius III until
  you get to the final boss who tried to shoot 3 spread electric balls
  at you.  Don't dodge them, touch the middle ball to wrap into
  Gradius world or touch the lower one to wrap into Salamander world. 
  Once you've entered one of them you can play them again by going to
  Extra Mode in you menu and selected the world you desire.

Successfully complete the game without using any continues to unlock stage select.

Game Shark Codes

Pause the gameplay after passing the first Boss, and press Up, Up, Down, Down, Left,
Right, Left, Right, Square, Triangle. A sound will confirm correct code entry. This may
only be used up to 25 times, equal to the number of levels that have been successfully
completed. 

  To activate this cheat for player two, press Up, Up, Down, Down, Left, Right, Left,
Right, Square, Triangle, Select, Start.

  While playing Gradius 3 press start to pause the game. Then press
  these buttons in the following order. Up, Up, Down, Down, Left, Right,
  Left, Right, X, Circle.  You can do this up to 25 times and only
  in levels that have already been finished

Successfully complete the game to unlock boss rush mode.

Pause gameplay after passing the first Boss, and press Up, Up, Down, Down, Left, Right,
Left, Right, X, Circle. A sound will confirm correct code entry. This may only be done up
to 25 times, equal to the number of levels that have been successfully completed. 

  To activate this power-up for player two, press Up, Up, Down, Down, Left, Right, Left,
Right, X, Circle, Select, Start.

Pause the game and press Up(2), Down(2), Left, Right, Left, Right, X, Circle. If you
entered the code correctly, you will hear a sound. Note: This may only be done a
limited amount of times. -From: Olikong@aol.com

Successfully complete or accumulate ten hours of gameplay in Gradius 3 to unlock an "Extra
Edit" option. This option allows weapon combinations to be edited. More weapons can be
unlocked for editing by completing the game a second time, or by accumulating another ten
hours of gameplay.

Successfully complete or accumulate ten hours of game play in Gradius 3 to unlock an
"Extra Edit" option in extra mode. This option allows weapon combinations to be edited.
More weapons can be unlocked for editing by completing the game a second time, or by
accumulating another ten hours of game play.

Reach level 9 in Gradius 3 to unlock Cube Attack.

Reach stage 9 in the game to unlock cube attack in extra mode.

Intentionally allow a Boss in level 10 in Gradius 3 to hit you to unlock levels from the
original Gradius.

Successfully complete Gradius 4 to unlock Boss Rush mode.