Some cheats don't work properly for some reason.
What did you use to enable the cheats?
For Wii games I use Accio Hacks.
Also make sure you have the right version of the codes. I've included 3 text files, one of which should work for you.
Thank you very much!
I couldn't get the walk through walls cheat to work for RE4 (game wouldnt even start) but that's the GameCube version.