One of the park's goals at Downhill Jam in Tony Hawk's Pro Skater 1 + 2 is to collect five helmets. You can, in theory, collect them all at once. Still, you'd better complete the course, go downstairs, and start over at the top to grab the ones you miss. It also helps to go up and down once to take a look at everyone's location before trying to grab it.
All hard hat locations at Downhill Jam
The first helmet is right at the start, on the left side of the course. You might even miss it because it's right up front. Turn on the left side of the course, climb on the wall to make a wall slide to retrieve it. You may need to exit the wall slide to reach it.
The next helmet is also on the left side of the course, but it's a bit more obvious. You can see it when you go further down the hill, after the K on the upper part. All you have to do is go up the left side of the wall to grab it. You can even catch it by going down the course naturally.
The third helmet is on the right side, sitting on the pipe next to the large sign that says “Watch out for the hole”. To capture this collectible, jump to the right before you see the hole. You can choose to grind on the pipe to grab it or slide the wall over the large panel. If you miss any of these choices, you might stumble, but you have the option to try again.
The fourth helmet is just before the exit. It's on the left side of the bowl. If you know its location, you can move to the right side and grab it by jumping. But you can still pass it, stop in the middle and jump to catch it from the side.
The final helmet is just before the end of the course. It is on the right side, overlooking a small jump. You have to follow the ramp and jump right above it to get it back. If you miss the hat, you might make it to the end of the course and come back to the top. It doesn't hurt to slow down before you reach the exit.