The following are known Action Replay Codes for Grand Theft Auto on Nintendo Game Boy Advance (GBA).
These codes were also known as GameShark Codes and in most cases will work on both devices.

These codes are for the U.S. version of the game.

Master Code – Must Be On
f914825e
68888458
828d8419
c59ccf6f

Infinite Health
4165b67c
28f131cc

Infinite Armor
e35614bd
f0f3cc80
92a452c6
c30c4e08

Infinite Money
bd243ca6
29b9125b
2e20589a
fe339e93

Have All Weapons
2af8924c
b0d8967d
50958995
06fcb6f1

Infinite Ammo
df7aa1e5
c1555b60
6978812a
f6f95a05

Press Select + L: Max Wanted
8ff2ab65
0c17064d
9fe20008
c2316179
aa109a30
d21e015f

Press Select + R: No Wanted
c8215bff
81400b50
2841de23
8df0265f
4bed84a3
08ba3f3c

Never Wanted
2841de23
8df0265f
4bed84a3
08ba3f3c