Unlock Shadow:
At the 'character Selection' screen highlight Dhalsim and then hold 'Select' and press any button.

Unlock Evil Sakura:
At the 'Character Selection' screen highlight Hulk and then hold 'Select' and press any button.

Unlock Mech Zangief:
At the 'Character Selection' screen highlight Blackheart and then hold 'Select' and press any button.

Unlock Apocalypse:
Beat the game on any difficulty setting and then go to 'Battle Vs' or 'Arcade' mode and highlight Akuma and press 'Select'(6) followed by X.

Unlock Cyber-Akumas:
Successfully complete the game once without losing a round and then highlight Akuma and press 'Select'(5), Triangle. Then get to Cyber-Akuma and defeat him and a third Cyber-Akuma will drop from the sky and become your partner.

Unlock US Agent:
At the 'Character Select' screen highlight Bison (Vega) and hold select and press any action button.

Unlock Armored Spider Man:
At the 'Character Select' screen highlight Spider Man and hold Select and press any action button.

Unlock Mephisto:
At the 'Character Select' screen highlight Omega Red and hold select and press
Any action button.

Unlock Gold War Machine:
Complete the game using War Machine and he will appear below War Machine.