Unlock Alex: When you have selected a course and are at the 'Character' selection screen press Left(x3), Right(x3), Left(13).
Unlock P-Nut: At the 'Course' selection screen hold 'Start' and wait for the 'Character' selection screen to appear. Then press Right(x6), Left(x6), Right(x3), Left(x3), Right(x4) and release 'Start'.
Unlock Bonus Track: Select 'Advanced Level' and any character and keep stepping on the front of the Skateboard before the board unlocks. At the start of the game miss the first jump and crash into the fence on the left side of the church and you will be taken to a hidden track.
Unlock Big Head Mode: At the 'Course' selection screen press Left(x9), Right(x9), Left(x4), Right(x4), Left(x5) and step on the front of the Skateboard and press Left + Right three times. If the code has been entered correctly you will hear the sound of laughter as confirmation.