Unlock the following challenge rooms at the "Challenge Room" menu by entering the corresponding sequences of buttons at the "Press Start" screen:

CHALLENGE ROOM - CODE
Arron Sedillo challenge room - RIGHT, DOWN, LEFT, UP, LB, RB, Y(2), A(2), START.
EuroGamer challenge room - DOWN, UP, DOWN, UP, LEFT, LB, X, LB, X, Y, START.
GamesRadar challenge room - RB, Y, X(2), UP, DOWN, LB(2), UP, DOWN, START.
IGN challenge room - UP, DOWN, Y, X(2), Y, DOWN, UP, LB(2), START.
Major Nelson challenge room - LB, X(3), RIGHT, DOWN, LB, LEFT, Y, DOWN, START.

To become invincible, press the Xbox 360 button and then press Back. Resume playing from the Dashboard menu. The game should remain paused and you will still be in motion, but cannot receive damage. This can be useful if executed in the middle of an attack where you are likely to receive damage.

ACHIEVEMENT - HOW TO UNLOCK
Meet with annihilation (20 points) - Kill all foot soldiers and enemy trucks on a Meet With Enemy sequence.
The Emperor's New Clothes (20 points) - Get the Shin Guards, Bulletproof Vest and Helmet.
Private Arsenal (20 points) - Get every weapon and weapon upgrade.
Faster Than a Speeding Bullet (20 points) - Block 100 projectiles using the claw.
One Dozen Yashichis (20 points) - Collect the 12 hidden Yashichis.
Clean as a whistle (20 points) - Complete Area 02 without touching a slime blob.
Pacifist Pride (20 points) - Complete an area without firing your gun.
Cat burglar (20 points) - Reach the boss of Area 05 within one minute and thirty seconds.
A Real Challenge (20 points) - Get a star in each of the Challenge Rooms 1-56.
H4><0rz (10 points) - Hack through all hacking games on Hard.
Intel Collector (5 points) - Collect all database logs.
Elite Commando (5 points) - Beat the game on Super Hard.