All Beaches
Press Down, Up, Left, Left, Circle, Circle, Right.
All Surfboards
At the title screen, press and hold R1 and L1. Then press Left, Circle, Up, Down, Circle, Left, Down, Circle, X.
All Surfers
At the title screen, press and hold R1 and L1. Then press Left, Circle, Up, Right, Circle, Left, Left.
Master code
Hold L1 + R1 and press Down, Circle(2), Down, Right, Circle, X when "Press Start" appears at the title screen.