Cheats for Tomb Raider I & Tomb Raider Unfinished Business (Sega Saturn)

Cheats
On the inventory screen, press X, Y, X, Y, Z, Z, Z, Z, Y, Z, Y, X, X, X, Start. Go to the inventory screen and press X, Y, X, Y, Z, Z, Z, Z, Y, X, X, X, Start. You will hear a noise. Now use the level skip code and in the next level you will have all the weapons.
 * All Weapons and Ammo
 * Level Skip

Source
http://tombraiders.net/stella/cheats/TR1cheats.html