To our current knowledge there are no cheats codes which you can just tap in with your controller, but there are a number of unlockables which can be done...

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Unlock Characters
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Sabre - Finish the Albania missions on Commander.
Pius Platz - Finish the Albania missions on Lieutenant.
Feral - Finish the game on Admiral.
Quixada Christo - Finish the Brazil missions on Commander.
Reaver - Finish the Algeria missions on Commander.
Algerian Officer - Finish the Algeria missions on Lieutenant.
The Specialist (Flatfoot) - Finish the Russia missions on Commander.
Valeska Lukanov - Finish the Russia missions on Lieutenant.

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Unlock Credits
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Finish the game on Ensign or above.

Unlock Jukebox Songs
SOCOM II Online Theme - Already unlocked.
Dance of the Unknown - Finish the game on Lieutenant.
Insertion Suite - Finish the game on Lieutenant.
Infiltrator - Finish the game on Lieutenant.
Contortion - Finish the game on Lieutenant.
Tari Tari - Finish the game on Lieutenant.
KGM - Finish the game on Lieutenant.
Gnostec - Finish the game on Lieutenant.
Dark in Your Heart - Finish the game on Captain.
Beach Bossa - Finish the game on Captain.
Brazilicious - Finish the game on Captain.
SOCOM II Finale - Finish the game on Captain.

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Unlock Movies
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Albanian Intro Movie - Already unlocked.
Brazilian Intro Movie - Finish the Albania missions.
Algerian Intro Movie - Finish the Brazil missions.
Russian Intro Movie - Finish the Algeria missions.
Making the SOCOM II Music Movie - Finish the game on Lieutenant.

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Unlock Weapons (Single Player)
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SEAL Weapons: Finish the game on Ensign. Terrorist Weapons: Finish the game on Lieutenant.
SAS Weapons: Finish the game on Commander.
Spetsnaz Weapons: Finish the game on Commander.
MGL (Multiple Grenade Launcher): Finish the game on Captain.
OICW: Finish the game on Admiral.
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Unlock Art/Production (Art Gallery)
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Finish the game on Commander.