The chests on Shaun White are green and can be found in each area of the map, to find all of them you must locate them and land near them (getting off your skateboard with Y helps) and open them.
Ministry Quarter
1) After you unlock the ground-shaping ability look in the construction site for a green surface. Then shape it downwards into a sewer drain, where you’ll find this chest.
2) In the bottom-right section of the Ministry quarter, open up your map and look for a rectangular stretch of roads. The treasure is on top of a building at the upper-right of this rectangle- directly above a Bob’s Skate Shop. The top of the building has a flashing ‘Oakley’ billboard and a shaping-Street.
3) This is on the side of the roof of the big building at the top of the ministry quarter map. You’ll need to ride the elevator to access this- for reference, it’s the same building that the ‘Flow challenge’ is located on.
4) This one is located on the left hand part of the map, on the roof of the building with the unicorn on it (the same building you can access by the sewer pipe. To reach it, you must use the shaping-rail located across the street from it.
Midtown Quarter
1) On the roof of the building next to the gas station. You must jump off of a small ramp to land here.
2) On top of a roof at the bottom-right of this quarter, right above a garage you can walk in. To reach it you must grind on a shaping-rail located across the street.
3) By the loop in the skatepark (near the pier) there will be a green section on the ground that you can shift up or down. Shift it down to reveal a sewer passage with the chest.
4) Right across the street from the Bob's Skate Shop (near the loop you can skate into), there is a garage with this chest inside of it.
Downtown Quarter
1) You’ll pass right by this one during the “Rescue Shawn” quest when you infiltrate the building. (The Bureau of Edification, located at the bottom-right of this quarter. It is located on the roof.)
2) This is at the top section of the quarter. Look for the V-shaped intersection of two streets- this chest is located on an awning directly above it. To reach it you must use shaping-rails and shaping-streets to reach the building across from it, at which point you can grind across.
3) This one is right near the 'Too much happiness' challenge on the floor near some low ledges. (Credit x InSoMniA o)
The Rising Island
1) This is located in the upper dome of the “spinning top” ride (probably not the best description for it- it's the large structure you'll see as you enter the main gates of the park). The way I got up to it was this: Facing the main entrance of the amusement park from the inside, look for a shaping-rail to the left (right by the human flipper challenge). Direct this to the curved structure supported by two pillars. On top of this structure are 2 vert ramps. Gain a lot of speed on them and then in the air create savior rails by pressing B (you’ll unlock this ability late in the story) until you can safely land on the platform on top of the ride. Alternatively, you can use the shaping-rail located on the spiraling blue rail near the main entrance.
2)This one is located in the roller-coaster plaza. As you enter the plaza with the pirate ship to your back, look ahead and slightly to the right for a building with two red-ramps on it. On the right side of this building is a sign that reads The Headless Woman. To reach the rooftop of this building where the chest is located, you must get on top of the building across the street from it and shape your way across.