these aren't exactly cheats but hints but they belong here anyway.

Ending bonuses:
Get all the bottles hidden within a level. A FMV sequence, special move, or background information will be unlocked.

Successfully complete the game to unlock the introduction sequence from the Japanese version of the game.

Find all Thievius Raccoonus pages to unlock the Thievius Raccoonus ending sequence.

Successfully complete all Master Thief Runs to unlock a background FMV sequence.

Invisibility:
Get the fourth page of the Thievius Racoonus and in the Perilous Ascent level, get all 25 Bottles. You can now become invisible while moving slowly.

Skip first searchlights:
At the start of the game, go across the rope to the right after the rock tunnel. Get to the tip then jump far and bash the thug as well as the alarm to shut off the searchlights. You have now skipped the first set of security.

Defeating Clockwerk:
When trying to defeat Clockwerk on the second stage, do not let the rings fool you when they flip. They never change their path.
Keep shooting Clockwerk until a white ray hits one of his body parts. Shoot that part until the ray fades away. Do this four to seven times. Then, go through the holes that he shoots. The hole will twist, but it will not change its path. There will be white rays again. Shoot them, and it will fade. Do this four to seven times. Go through the pathway and do not let the lasers spot you. When you reach his head, wait until it pops up, then attack it with your cane.
Move around the volcano and make sure you stay away from his attacks. When a body part of his has a white aura around it, press Square to do damage. When it goes down and regenerates, repeat the process except this time dodge its circular energy blasts. After Clockwerk goes down again, run towards it using Super Sneaky moves. When you get close enough, whack Clockwerk until he goes down. You should kill him before he can attack you.

Defeating Muggshot:
Go around the sides of the arena and hit the gold mirrors. Do not let him shoot you or the mirrors. When you hit all the mirrors, he will get burnt. Repeat this as many times as needed.
Learn the Roll move from collecting clues and use it when you fight him. He will not be able to hit you while you are rolling. Also, it makes you go faster.
Use the Mine move. Have him stop near the mine, then blow it up. When he laughs, it gives you extra time.
In each round to advance to the next, you...