Level select - Press X, Y, B, Left, Up, Right, LT, RT at the main menu.

If you have level select enabled, when a level first starts press RT, LT, Up, Down, A, click Left Analog-stick, B, A, B, A and you will get Silent Assassin rank and special weapons

Second Chance

If you can manage to shoot four people in the head when you die and the screen goes black and white, then you will get the chance to keep playing (with low health).