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No, console 'cheats' do not affect code locked doors. However, most of the time the combination can be found in clues very near the locked door. In an improvement from the first BioShock, in the second game if you stumble across an Audio Diary or graffiti stating the code, it will be displayed beside the lock when you attempt to enter a code.

If you have trouble finding the codes, the BioShock Wiki has a list of all the codes in both games and information about where they can be found: Codes