Note: I realize these are not cheats, but that is because there are no cheats for this game. However, These unlockables should make the game a more pleasurable experience.

Achievements
Do the following task to unlock the following achievements and their alloted gamerscore:

Adult Alien (15): Complete the Game on Medium Difficulty.
Alien in Training (5): Complete level 1-1 of the game.
City Destroyer (10): Destroy 25 buildings during one game.
Expert Alien (20): Complete the Game on Hard Difficulty.
Head Chomper (20): Head bite 50 enemies witout touching the ground or firing.
Hungry Yeti (10): Eat 50 KGB Agenst with the Yeti.
Juvenile Alien (10): Complete the Game on Easy Difficulty.
Killing Spree (15): Kill 1000 enemies during one game.
Mad Hatter (20): Unlock all of the 31 hats that are in the game.
Perfect Flight (30): Defeat the final boss without using a continue.
Survivalist (15): Surive any challenge mode for 20 minutes.
WMD (20): Reach 5000 Km in Super Sovjet Missile Master.

Unlockable hats
To unlock each hat do the following Note: you must finish the level for it to unlock just doing the task isn't enough