In order to unlock any of the characters you need to get at least AM in all of the missions in each of the categories in Tony Hawk's Proving Ground. Once you have achieved at least AM in each of the mission, you will unlock that categories secret character as well as more video's to watch in the main menu.

Unlockable	How to unlock
El Patinador	Get at least AM in every Rigger challenge
Judy Nails from Guitar Hero	Get at least AM in every Career challenge
MCA from the Beastie Boys	Get at least AM in every Hardcore challenge