Alexei's Effects
Traveller
Enter the Nexus. Go left (or right) and interact with the hat on the ground.
Surfboard
Enter the boat traincar. Take the north-west path then go north where you should come across a pipe going round in a clockwise spiral. Go into the pipe. Go through the pipe to the other side. You'll arrive at an island with a polar bear and some trees on it. Interact with the surfboard.
Cowbell
Enter the burger traincar. Go south past the restuarant and enter the double doors in front of an "Employees Only" mat. Head down to the oil pool then go either left or right. Where the path splits, go down to where the meat grinders are. Flip the switch to turn off the meat grinders and a cow will run offscreen to the right. Go right and interact with the cowbell on the ground.