Hexen

Enable cheat menu:
Pause the game by pressing start, then press C-Up, C-Down, C-Left, C-Right. A cheat option will appear at the bottom of the menu.

The following cheats will be confirmed by a whooshing type noise when you enter them

All artifacts:
Enter the cheat menu and press C-Up, C-Right, C-Down, C-Up. Enter the collect menu to activate the code. 

All keys:
Enter the cheat menu and press C-Down, C-Up, C-Left, C-Right. Enter the collect menu to activate the code. 

All puzzle items:
Enter the cheat menu and press C-Up, C-Left(x3), C-Right, C-Down(x2).  Enter the collect menu to activate the code. 

All weapons:
Enter the cheat menu and press C-Right, C-Up, C-Down(x2).  Enter the collect menu to activate the code. 

Full health:
Enter the cheat menu and press C-Left, C-Up, C-Down(x2).

Invincibility:
Enter the cheat menu and press C-Left, C-Right, C-Down.

Kill all visible enemies:
Enter the cheat menu and press C-Down, C-Up, C-Left(x2).

Level select:
Enter the cheat menu and press C-Left(x2), C-Right(x2), C-Down, C-Top.

Walk through walls:
Enter the cheat menu and press C-Up(x20), C-Down.