Enable the console by adding -console as a command-line shortcut to the game.
On Steam, right click on the Death to Spies entry in your library, go to Properties -> Launch Options, then type "-console" in the window that appears.

While playing. press ` (grave accent, on the same key as tilde) to bring up the console then type any of the following cheat codes. Include quotes where shown:

Cheat "silence"
Enables silent movement all the time.

Cheat "camouflage"
Guards think you are disguised.

Cheat "invisible"
Guards cant see you.

Cheat "disable ai"
Disables AI.

setv cl_superman 1
Enable god mode.

setv c_noammo 1
Infinite ammo. You will need to reload and ammo still goes down but you won't run out.

OpenLevels
Access all levels.

PL_SavePos
Save current position.

PL_RestorePos
Load saved position.

L_CreateItem X
Creates the item near the player where X = item (see list).

Items for use with L_CreatItem:

German Weapons:

weapon.Walter
weapon.Mp40
weapon.K98
weapon.Luger
weapon.Gewehr
weapon.K98Sniper

Soviet Weapons:

weapon.StenSilencer
weapon.MosinSniper
weapon.MosinSilencer
weapon.MosinCamo
weapon.Svt
weapon.Mosin
weapon.Ppsh
weapon.TT
weapon.SvtSniper
weapon.Pps
weapon.NaganSilencer
weapon.Nagan

British Weapons:

weapon.DeLisle
weapon.Sten
weapon.EnfieldSniper
weapon.Enfield

American Weapons:

weapon.Colt
weapon.Thompson
weapon.Garand
weapon.M1Carbine
weapon.M1903
weapon.M1903Sniper

Grenades:

weapon.GermanStick
weapon.Rgd33
weapon.F1
weapon.Smoke

Mines / Dynamite:

weapon.Dynamite
weapon.Pmk40
weapon.Pmd6

Neutral Weapons:

weapon.Knife
weapon.FiberWire
weapon.Chloroform

Equipment:

Standard:

Equipment.Binocular
Equipment.Foto
Equipment.Wirecut
Equipment.Lockpick
Equipment.Custom
Equipment.Medikit

Clothing:

Equipment.Wear:player
Equipment.Wear:GermanSoldier
Equipment.Wear:GermanOfficer
Equipment.Wear:Summer
Equipment.Wear:Soviet
Equipment.Wear:RasplataDed
Equipment.Wear:Scientist
Equipment.Wear:AmericanOfficer
Equipment.Wear:Jacket
Equipment.Wear:Suitman
Equipment.Wear:GermanYellow
Equipment.Wear:EmbassyMan
Equipment.Wear:EmbassyManSoldier
Equipment.Wear:SovietSoldier
Equipment.Wear:SovietOfficer
Equipment.Wear:GermanWinterSoldier
Equipment.Wear:GermanWinterSoldier2
Equipment.Wear:GermanWinterOfficer
Equipment.Wear:posilkaElder
Equipment.Wear:Winter
Equipment.Wear:EmbassyAgent_1
Equipment.Wear:EmbassyAgent_2
Equipment.Wear:HotelGuard
Equipment.Wear:GermanGrey
Equipment.Wear:GermanDoctor
Equipment.Wear:HotelManager
Equipment.Wear:HotelWaiter
Equipment.Wear:HotelMan01
Equipment.Wear:BritishCook
Equipment.Wear:BritishSoldier
Equipment.Wear:GermanCook

Throwables:

Equipment.Throw:papers
Equipment.Throw:OutofOrder
Equipment.Throw:Knife
Equipment.Throw:Krujka
Equipment.Throw:VBottle
Equipment.Throw:Krujka2
Equipment.Throw:Grafin
Equipment.Throw:Korchik
Equipment.Throw:Lojka1
Equipment.Throw:Lojka2
Equipment.Throw:Lojka3
Equipment.Throw:Bakal
Equipment.Throw:Tarelka
Equipment.Throw:Tarelka2
Equipment.Throw:Tarelka3
Equipment.Throw:Tarelka4
Equipment.Throw:Lojka4
Equipment.Throw:Vilka
Equipment.Throw:Tarelka5
Equipment.Throw:Tarelka6
Equipment.Throw:Tarelka7
Equipment.Throw:Stakan
Equipment.Throw:Sovok
Equipment.Throw:Molotok
Equipment.Throw:GKluch
Equipment.Throw:Otvertka

Backpacks:

container.PlayerSack
container.Meshok
container.Rukzak
container.RukzakWinter

Ammo:

WeaponMagazine.Mosin
WeaponMagazine.Ppsh
WeaponMagazine.TT
WeaponMagazine.Walter
WeaponMagazine.SVT40
WeaponMagazine.Pps
WeaponMagazine.Mp40
WeaponMagazine.K98
WeaponMagazine.Nagan
WeaponMagazine.Luger
WeaponMagazine.DeLisle
WeaponMagazine.Colt
WeaponMagazine.Thompson
WeaponMagazine.Sten
WeaponMagazine.M1Carbine
WeaponMagazine.Garand
WeaponMagazine.Enfield
WeaponMagazine.M1903
WeaponMagazine.Gewehr

I got this list of cheats from CheatHappens.com, but you can find the same list pretty much anywhere.