Go to the character select screen and HOLD L1 + L2 + R1 + R2 and then put in a code below while holding these buttons:
Code - Result:
Triangle, X, Square, Circle Get All Levels
Circle, Triangle, X, Square All Skaters
X, Triangle, Circle, Square All Boards
X, Square, Circle, Triangle Bart with Big Head
Square, X, Triangle, Circle Frink with Big Head
Square, Triangle, X, Circle Lisa with Big Head
X, Circle, Triangle, Square Frink Cool
Circle, Triangle, Square, X Krusty Businessman
Square, X, Circle, Triangle Otto in Shades
X, Circle, Square, Triangle Wiggum Big Head
Triangle, Circle, Square, X Wiggum Man Eater
Triangle, X, Circle, Square Get $99
X, Triangle, Square, Circle Get Fuzzy Skaters
X, Square, Triangle, Circle Marge a Demon
Square, Triangle, Circle, X Lisa Gangster
Circle, X, Square, Triangle Bart a Gangster
Triangle, Square, Circle, X Nelson Big head
Circle, X, Triangle, Square Homer Big Head
Triangle, Square, X, Circle Nelson a Ballerina
Triangle, Circle, X, Square Homer in Tights
