After the celebrations have been unlocked through the appropriate code, use one of the follow codes to execute the corresponding celebration.

African Dance: Press L2 + Circle.
Baby Cradle: Press L2 + X.
Flying Dive: Press L2 + Triangle.
Ice Skating: Press R1 + X.
Prancing Bird: Press R1 + Circle.
River Dance: Press R1 + Square.
Side Slide: Press R1 + Triangle.