The Getaway Codes
At the title screen press: UP, UP, LEFT, LEFT, RIGHT, RIGHT, CIRCLE, CIRCLE, DOWN.
Free Roaming Mode
Simply beat the game once and you'll be able to go around London on your own.
Armored car weapon
At the title screen press: Up, Down, Left, Right, Square, Triangle, Circle.
Skip movie sequences
Press R3. Doesn't always work.
Simply stand next to a wall when low on health. This will allow your character to rest so that he can regain some energy.