I got through the whole game alone without getting a game over.
Okay then, how about some quick tips?
For 1-1:

Use the roll (RT and LT) a lot. It's a good way to dodge bullets.

Right when you reach the dock, near the beginning, there's a flower. If you dig underground where the flower is, it'll give you an extra life.
For 1-2:

Before the level starts, you arrive in a bus. Hijack that bus. It's almost indestructible, and you can use it until you get hit by a missle or an armed FBI vehicle.
For 1-3:

Push one of the tanks over with the bulldozer, and you will have more space to blow up the other one. After you destroy one, the other shouldn't be a problem.

For the Instant Pudding Boss (he's a hard one) fire at the Fire Hydrant ahead of time and make sure you are completely clear of the pudding that comes from the sky.
And while you're at it, you might want to try to see if your profile has the game set to medium. If it is, set it to easy.