How does he have infinite ammo? Hacks? Mods? Neither.
When you beat the game on Madhouse, the hardest difficulty, you are given the gift of infinite ammo. It comes as an item that will be in your item box the next time you play the game.
It took me almost 10 hours to complete madhouse difficulty. There is less opportunity to save since you will need cassette tapes, faster stronger molded, items in different locations and less of them, etc.
Here is Part 1 of the struggle:
Here is Part 2 where I finally complete the game and get the infinite ammo reward: