Play as Akuma
Highlight Hsien-Ko at the player selection screen then press Analog-pad Down.

Play as Dan
Highlight Donovan at the player selection screen then press Analog-pad Down.

Play as Devilot
Highlight Morrigan at the player selection screen then press Analog-pad Down.

Buster Buddies: Expert mode
Hold L + R while starting the game in Normal mode.

Puzzle Fighter: Play as Anita
Hold L + R while choosing Donovan at the character selection screen.

Puzzle Fighter: Play as Hsien-Ko's Talisman/Sister's spirit form
Hold L + R while choosing Hsien-Ko at the character selection screen.

Puzzle Fighter: Play as Morrigan's bat form
Hold L + R while choosing Morrigan at the character selection screen.

Super Buster Bros.: Level select in Tour mode
Highlight "Tour Mode" at the game selection screen, then hold Down and press X.