Cheat: God Mode

Go to the Pause Menu and enter DOWN, UP, DOWN, UP, RIGHT, DOWN, RIGHT, LEFT. Then push START.

Cheat: Unlock All Characters

Go to the team management screen and enter RIGHT, LEFT, LEFT, RIGHT, UP, UP, UP, START.

Hint - Storm The Apocalypse (To Death)

Defeat the door machine, then the Four Horsemen. For this, you need Storm to be adequately powered to shoot lightning at range. When fighting Apocalypse, switch to Storm and fly up to the pole and remain there. She can blast Apocalypse but he can't hurt Storm so you can easily beat him.

Unlockable Characters

The PSP version has these exclusive characters:

Dark Phoenix ... Clear the story mode.
Cable ... Clear all the Bonus Comic Book missions.
X-Man ... Clear all the Bonus Comic Book missions.
Cannonball ... Clear all the Bonus Comic Book missions.

Unlockable: Age of Apocalypse Costumes & original Scarlet Witch costume

You must finish Act II.

Unlockable: Civilian costume for Storm, Cyclops, & Wolverine

You must complete Act III.

Unlockable: Professor X

Finish all of the the danger room missions.