Penumbra is one of the games that you can count as a part of that 1% that doesn't have cheats.
Only possible way to cheat, is that you modify the game files.
There are some "cheat mods" and trainers in the modification section of this forum (unlimited dynamites, painkillers, etc.) as well as other tweaks (dynamite, Pick Axe and Hammer for Black Plague), etc. .
Also, if you were able to collect all the artifacts in Black Plague and Requiem, you get a secret code for... well, something.