Cheat: Unlock All Movies
Enter digivid in the Cheats Menu

Moon Gravity Code
Select "Cheat Codes" at the options menu, then enter "getitup" as a code. You can also get this code if you complete all 129 goals

Perfect Balance
Enter "letitslide" on the cheats menu

Perfect Manual
Enter "keepitsteady" on the cheat menu

T.H.U.G. Music Code
Enter "holeshot" on the cheats menu

Unlock Gene Simmons and Secret Level
Complete the Story Mode on Normal difficulty to unlock Gene Simmons from KISS and the "Hotter Than Hell" level. (In this level, find and grab the floating KISS letters to unlock a new video. You don't have to collect them in order. Collect the letters again to watch the band perform "God of Thunder" on the virtual stage.)

Unlock Hangar Level
Go to Moscow and find the brown building near the tanks. Go around until you see the side where it is connected to X-mas lights. Climb up and grind the ledge toward the big building opposite of the tanks and jump into a window. Inside is the item that unlocks the level

Unlock Iron Man
Beat the story mode to unlock Iron Man from Marvel comics

Unlock Pedestrian Skaters
Find every Gap in the game (including in the hidden levels).

Unlock School 2 and Venice
In the New Jersey level, go to the train station. Where the rails are at, on the left ramp in the middle column there is an item high above the ramp. Take the rail down to the ramp to get more speed so you can reach the item. (Or, climb on top of the awning which looks like a little white ledge, and walk along it and around the corner.) Get the item to unlock the School 2 level.
In the Hawaii level, find the tiki statue. Jump into its mouth and ride down the tunnel to the end. Get the item to unlock the Venice level

Unlock Secrets
If you complete all 129 goals, you will unlock the following:
Cool Specials
Kid Mode
Roller Skates
Flame
Always Special
Perfect Skitch
Perfect Manual
Moon Gravity

Hint: Micro Funhouse
In the Carnival Level of THPS4, there's a way to get into the House of Horrors. Go to the right side of the House of Horrors, into the small alley. Do a move that knocks you into the side. In a few seconds, you should be transported to a small version of the House of Horrors