Is there a walk through wall cheat without action replay?

Answer 1

For Pkmn Diamond and Pearl, there are ways.

You only need an R4DS or something like that, but R4 works best.

You select but not start e.g.Pokémon Diamond, press Y instead of A and then you're sent directly to the Cheats menu.

Another is this weird thing with the bike, I can't remember the name anymore (please edit if you remember). You need a bike and you need to put in the highest gear, and very quickly after each other press LEFT and RIGHT, while holding UP pressed. The best place to do it is Jubilife City, from the downside to upside, if you understand what I'm saying. For more information on this, go to YouTube, since I'm no expert in this. (I'm not responsible for the screwing up of your game if you try #2 since that's possible, though not a high chance, it's your own choice and you want to cheat...).