Pro Action Replay Codes:
Infinite Health And Air - 00D781:01
Swim Thru Walls - 00D780:01

Infinite Air And Energy - 00CAC1:23 -Datel
Infinite Air - 00CABF:21 -Datel

Game Genie Codes:
Infinite air - 3E3-4B8-C46 -Galoob
Less air when you jump out of the water - 050-AC8-6E6 -Galoob
Air goes down slower - 003-4B8-C46 -Galoob
Infinite energy - 21C-D49-6E2 -Galoob
Take less damage - 05C-D29-199 -Galoob
Protection from some hazards - FFC-D29-199 -Galoob
Shells replenish less energy and less air - 053-EAA-6E6 + 053-E4A-6E6 -Galoob
No replenishment of air energy by anything (you can still get air by jumping out of water) C93-E2A-6EE -Galoob
No extra air when jumping out of the water (use this code with code air goes down slower for a level) - 217-AD8-6E2 -Galoob