Daikatana 

Level select 
At the level selection screen:
press C-Up, C-Right, C-Down, C-Left, R, L, Z, C-Up, C-Right, C-Down, C-Left.
If you entered the code correctly, you will hear a sound.

All weapons 
At the level selection screen:
press C-Left, C-Down, C-Right, C-Up, Z, L, R, C-Left, C-Down, C-Right, C-Up.
If you entered the code correctly, you will hear a sound.