Not sure if they work. But try them anyhow.....

Health
Press Back during game play to display the objectives window, then quickly press B, A, B, A, Up, Up, Down, X.


Ammunition
Press Back during game play to display the objectives window, then quickly press B, A, X, Y, Left, Right, Left.


Invincibility
Press Back during game play to display the objectives window, then quickly press Down, Up, Down, Down, Up, Right, Left, Right, Y, X, X, A. Your health will still decrease, but will never reach zero.