Cheat menu:
Head to the options area, then to the Cheat Codes area and type in the cheats.

Code - Effect:
straightedge - Infinite Rail/Lip balance
likepaulie - Infinite Special
oldskool - Unlock Natas Kaupas
Sellout - Unlock Nigel Beaverhausen
4-wheeler - Unlock Paulie

Jesse James:
Successfully complete classic mode under the sick difficulty setting. Walk around the first level (not the training level) and you will find someone by a building who wants a drink. He will tell you to go downstairs to a bar next to him. When you get down there, Jesse James will talk to you.

Phil Margera:
Successfully complete story mode under the easy difficulty setting.

Nigel:
Successfully complete story mode under the sick difficulty setting.

Tony Hawk's Pro Skater 1 Tony Hawk:
Successfully complete classic mode under the normal difficulty setting.