Well the cheat keys for Secret Agent are;

Z + G + I  will give you unlimited bullets
U + V + K  will give you the floppy disk and dynamite

Holding the keys ' P J X ' at the same time is the god mode toggle
for Secret Agent.
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BKSP PageDN in Duke Nukem gets you all the keys & full ammo.
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Commander Keen 1,2,3 - CHEAT:<C>-<T>-<Spacebar>
Commander Keen 4,5   - DEBUG MODE:<A>-<2>-<Enter> Keys:
                       F10-J : JUMP CHEAT (JUMP, FLOAT, HOVER, ETC.)
                       F10-G : GOD mode (Live Forever)
                       F10-N : No Walls/Floors (Gotta be careful, you
                                           can fall right through floor)
                       F10-I : Free items (Gems, etc.)
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 Since you've asked here's the cheat for Keen 4 and Keen 5.
   A+2+Enter = Debugging Keys.
   F10+J     = Jump mode.
   F10+I     = Free items.
   F10+N     = No clipping(Dangerous if you are on the floor you will
               disappear.
   F10+G     = God mode.
   F10+W     = Warp to level 1 to 18

     In case you didn't know... if you are in debug mode in Commander Keen 4,
and hit F10-T, you get the animations of all of Keen's actions. I was looking
through them and found fames 511 and 512 to hold a little suprise.... So,
just hit A-2-[ENTER] to debug, then F10-T. The arrow keys page through.
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The cheat for Cosmo's Cosmic Adventure has appeared on a few BBS's.
But, in case you don't have it:

CHEAT ENABLE:
TAB  F12  DEL

CHEAT KEYS:
F10 G        = GOD
F10 W        = WARP
F10 M        = MEMORY STATUS

CHEAT MODE:
Commander Keen I
<CT>+[SPACE] = Gives Keen a pogostick, all of the keycards and lots
               of ray gun charges.
<GOD>        = Enters GOD mode.  While in GOD mode creatures cannot
               kill Keen.  Also if you have the pogostick and are
               currently bouncing on it you can hold down CTRL to
               fly through the air.
               NOTE: Fire, spikes and open holes will still kill Keen.
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Start version 1.0 with              WOLF3D -NEXT
   When you get to the first screen where you are in the room looking at the
door out, press the     TAB/CONTROL/ENTER     keys.

Start version 1.1 with               WOLF3D -GOOBERS
   When you get to the first screen where you are in the room looking at the
door out, press the LEFT SHIFT/LEFT ALT/BACKSPACE keys.

TAB B      Change Border Color
TAB C      Display number of statistics, doors, and actors in the level
TAB E      Skip ahead 2 levels
TAB F      Display current position in level
TAB G      GOD MODE
TAB H      Hurts you by 16%
TAB I      Adds ammo, weapons and health.  Use it a couple of times for max
           all.
TAB M      Displays Memory Usage
TAB N      Lets you walk through walls.  ("Turns clipping on or off")
TAB P      Pauses game
TAB Q      Can lock up computer in some cases, quits in others.
           Use at your own risk!
TAB S      Slow (and I do mean SLOW) motion on and off
TAB T      Gives you a window to display graphics and sound from the game
           Just because you hit a blank spot, don't stop.  Keep paging through.
           You will be amazed at what those guys at Apogee have stashed
           in there.   There are a lot of blank areas but keep on looking!
TAB V      Gives you extra VBLs but no one but Apogee seems to know what
           they are.  Does seem to slow you down a bit.
TAB W      Warps you to any level you want to get to.
TAB X      Says "EXTRA STUFF" but again, only the Apogee boys and girls seem
           to know what this is about.