Complete the game on all difficulty settings to obtain the "Thunder gun", which can kill everything in sight. When entering a loading screen or room, quickly tap FIRE. The gun will fire in all directions. You will get a large health boost and all enemies will be killed.
Go to Episode 8 Part 3. At Mech-Nukem's left arm (the incomplete one), press [Up] close to the path in front of it. You will enter a secret area containing Wozma, the secret Boss. During this time you will have infinite ammunition.