Cheats are NOT entered at the start menu. They are entered on the screen where you choose between Metropolis and Fortress Of Solitude. You will hear an explosion when you have entered it correctly, plus the "Not that Super" achievement, if done for the first time. Cheats will not work until you have reached the third chapter !
• All Power Ups
Cheat code: Left, Y, Right, X, Down, Y, Up, Down, X, Y, X
• All Unlockables
Cheat code: Left, Up, Right, Down, Y, X, Y, Up, Right, X
• God Mode
Cheat code: Up, Up, Down, Down, Left, Right, Left, Right, Y, X
• Infinite City Health
Cheat code: Y, Right, Y, Right, Up, Left, Right, Y