The Star Locker contains all weapons with infinite ammunition. To open the Star Locker, break Hank Redwood's records in Leila mode, then complete the game. Note: You may not be able to complete the game normally if the Star Locker is used.
Find a location with an elevator with a gate-like door. Hold L to crouch, then press A to open the elevator door. You can now walk through any wall on the current level.