Fight as Roll:

Goto the "Characer Selection" screen and highlight: Zangief
Now press the following: left(x2), down(x2), right(x2), down(x2), left(x2), up, right, up(x2), right(x2)
You will now find Roll next to MegaMan!

Fight as Lilith:

Goto the "Character Selection" screen and hightlight: Zangief
Now press the following: left(x2), down(x2), right(x2), up(x2), down(x4), left(x2), up(x4), right, left, down(x4), right(x2), up(x4), left(x2), down(x4), right, down
You will now find Lilith below War Machine!

Fight as Gold War Machine:

Goto the "Character Selection" screen and highlight: Zangief
Now press the following: left(x2), down(x2), right(x2), down(x2), left(x2), up(x4), right(x2), left(x2), down(x4), right(x2), up(x2), left(x2), down(x2), right(x2), up(x5)
You will now find Gold War Machine above Zangief!

Fight as Shadow Lady:

Goto the "Character Selection" screen and highlight: Morrigan
Now press the following: right(x2), down(x4), left(x2), up(x4), right(x2), left(x2), down(x2), right(x2), down(x2), left(x2), up(x2), right(x2), up(x2), left(x2), down(x5)
You will now find Shadow Lady below Gambit!

Fight as Red Venom:

Goto the "Character Selection" screen and highlight: Chun Li
Now press the following: right, down(x4), left, up(x4), right(x2), down(x2), left(x2), down(x2), right(x2), up(x4), left(x2), up
You will now find Red Venom above Chun Li!

Fight as Orange Hulk:

Goto the "Character Selection" screen and highlight: Chun Li
Now press the following: right(x2), down(x2), left(x2), right(x2), down(x2), left(x2), up(x4), down(x2), right(x2), up(x2), down(x4), left, up
You will now find Orange Hulk above Ryu!