Call Of Duty: Finest Hour

All levels
Go to the level selection screen, hold Up on controller two, after enter
Start, Select, Select, Square on controller one.

Unlock cheat options: Ricochet, Big Head, Head Shot and Ricochet All
Finish the game in easy mode.

Unlock cheat options: Shrink Shot and Dead Eye
Finish the game in normal difficulty

Unlock cheat option: Big N Small
Finish the game in hard mode

Note: You do not have to play the entire game on every mode,
only have to finish the last level on each difficulty mode

Making of #1 movie
Finish the Russian campaign

Making of #2 movie
Finish the British campaign

Making of #3 movie
Finish the American campaign