Copied from GFAQS (note some cheats disable saving/trophies)
DMC2
Dante and Lucia's Diesel Costume
Play the First Mission and Save. Restart your game and at the ''Press Start Button Screen'', Press L3, R3, L1, R1, L2, R2, L3, R3. If you did it right, then you should hear a sound. Now select ''Load Game'' and you should be able to pick the Diesel Costume for whichever character you did the code for by Pressing R1 or L1 on the Load Screen.
Infinite DT in Bloody Palace
select BP while holding R2,L2,R1,L1
DMC3
Unlock Everything
To unlock everything in the game (including game play modes, character costumes, galleries, etc) enter this code at the title screen.
EffectCode
Unlocks Everything Hold R1 + R2 + L1 + L2 + D-pad Up/Left + Left Analog-stick Down/Right