Start a game and press Select to enter the Inventory screen. In the inventory, press L1, Triangle, R2, L2, L2, R2, Circle, L1. Then press Down to go into the Option menu. Press Up to go back into the Inventory menu, and you'll have all the weapons, including the machine-gun and shotgun.
Level Skip
Start a game, then press Select to bring up the inventory screen. At the inventory screen, press L2, R2, L1, Cir, Tri, L1, R2, L2. You'll hear Lara moan if you did the trick correctly. When you exit the inventory screen, you'll skip to the next level.