To play as Skeleton Zeke, press and hold down the following button combos when the game's "legal screen" appears (the one with all the copyrights, etc): TRIANGLE, CIRCLE, SQUARE, X.

While playing, hold RIGHT on the D-Pad, and then press SQUARE, CIRCLE, CIRCLE, CIRCLE, SQUARE, CIRCLE, TRIANGLE, X.

Hold RIGHT on the D-Pad, and the press SQUARE, SQUARE, TRIANGLE, TRIANGLE, CIRCLE, CIRCLE, CIRCLE, X.

While playing, hold RIGHT on the D-Pad, then press CIRCLE, CIRCLE, SQUARE, TRIANGLE, TRIANGLE, SQUARE, CIRCLE, X.

Hold X + Square + L1 + R1 during the intro movie (before the legal screen). You can release them on the title screen.

Save and quit your game. Then load your saved game, and you'll begin at the save point with full health.