To unlock the cheat mode on Tony Hawk 4 goto options at the title screen and goto cheat codes.
Type in watch_me_xplode (R2 twice to get an underscore).
Now while you are playing press start and goto cheats select the cheats you want and they will work.
Baseball: At Alcatras goto the baseball diamond and skate near the pitchers mat, press circle and you will get the chance to play baseball with your board.
Poo Dodging: At the Zoo go in to the Giraffes pen and go through the door, you can play dodge the poo with monkeys.
Egg Catching: Also at the zoo goto the bird aviary and find a hat skate up to it and press circle, you can play catch the eggs with birds.
Thats all I know so far but enjoy if they don't work you must be doing them wrong so please read it again carefully.