Hold R1 + L1 at the title screen, then enter the codes.
All Surfboards:
Left, Circle, Up, Down, Circle, Left, Down, Circle, X.
All Surfers:
Left, Circle, Up, Right, Circle, Left, Left.
All beaches:
Down, Up, Left, Left, Down, Circle, Circle, Right.
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Sunny Garcia Surfing Cheats, Codes & Walkthrough/Guide/FAQ for PS2 from Cheat Code Central
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Sunny Garcia Surfing Cheats at CheatingDome.com.