You must have released him by mistake using the Pokemon Center's computer or forgot to save the game after you caught him or taught him surf.
HAHA! You cant teach Surf to Pikachu, it is a offer on Pokemon Battle Revalution. You may have got a corrupt bug, it will slowly remove a FEW Pokemon that makes you automaticlly have cheats.
Find a Pikachu on red or blue, find the surfing hm, teach it surf, trade pikachu with another pokemon, and you have a surfing pikachu.
Did you get the yellow forest on the pokewalker? If you did then you can get the surfing and flying pikachu... If you didn't then you can't get it now... unless you have Pokemon battle revolution... For me, I got the surfing pikachu from the battle revolution
you can not get a surfing pikachu if you heard rumors it is probaly someone with a mew that can use surf and the mew has transformed into pikachu.
There aren't any Surfing Pikachus, sorry.
hacks
code
you cant
Pikachu can be found in Viridian Forest in Kanto.
Trade a Pikachu with Lt. Surge at the Magnet Station
Virdian Forest.
breeding pikachu
In the place where you would normally get one - Virirdian Forest In fact, I have a female Pikachu in my HeartGold party right now.