Enter at the cheats screen in options:
Complete the indicated task to unlock the corresponding video.
Complete the indicated task by completing the goals in Career mode to unlock the corresponding character.
If you need to get to a difficult to reach location in Career Classic Goals, start the challenge, then quit. Go to the part of the level you want to access. Pause game play and select "Retry Last Goal." You should start in your current location.
Use the following trick to get a few extra points. After every trick press R to do a revert. Not only will this make it easier to go into a manual but will also gain you a few extra points. Keep doing this in things like contests.
This may freeze the game when played on an older PSP. Go To City Center. Talk to Mike Valley and do the challenge (even if you already completed it). Ollie through it, and when you think you are at the top of your jump, wipe out and quickly pause game play. Choose "Exit Challenge" and you will fly for a short amount of time.