You need to enter the following codes while you are playing the game, and after entering click the right analog stick to confirm your entry. You will hear a sound if you did it right.

Invincibility - X, A(2), X, Y(2), X, B(2), X, click RS

Infinite Rage - Y, X(2), Y, B(2), Y, A(2), Y, click RS

Faster Enemy Reflex - A(2), X(2), Y(2), B(2), Y(2), X(2), A(2), click RS

Unlock Classic Wolverine Costume (blue and yellow) - A, X, B, X, A, Y, A, Y, A, X, B(2), X, click RS