You can unlock the scene select at any point (it unlocks automatically when you complete the game).
Pause the game and select the credits.
Use the left analogue stick to input the directions.










Left, Right, Left bumper, Right bumper, Up, Up, Down, Left, Right bumper, A.
Left
Right
Left bumper
Right bumper
Up
Up
Down
Left
Right bumper
A
It doesn't void cheevs, I loaded up the intermission after stage 3 and unlocked a bunch of misc cheevs and one story cheev by playing through it.