Speak during load screen:
Press A or Y while a stage is loading.

Alternate costume:
Press Guard when selecting a character.

Unlock Yoshimitsu:
Finish chapter 2 in Weapon Master mode.

Unlock Charade:
Beat the first mission in chapter 3 in Weapon Master mode.

Unlock Cervantes:
Finish chapter 3 in Weapon Master mode.

Unlock Sophitia:
Finish chapter 4 in Weapon Master mode.

Unlock Seung Mina:
Partway through chapter 6 in Weapon Master mode, you'll fight Seung Mina. Beat her to unlock her.

Unlock Assassin:
Beat Weapon Master mode once. Next, complete crystal mine in chapter 8 in both normal and extra mission. That will lead to subchapter 3. You'll see a second misssion called Castle of the Damned. Beat it in Normal and Extra to unlock Assassin in the Practices and the Two-Player modes, but no Arcade modes.

Unlock Beserker:
Beat Weapon Master mode once. Now play subchapter 1 again, the dungeon level with lots of beserkers. Beat the Boss to unlock Beserker in all modes except Weapon Master.

Unlock Lizardman:
Beat sub chapter 2 in Weapon Master mode. To open this up, you must complete chapter 4 in Normal and Extra and reach level 72. Lizardman is only playable in the Two-Player modes and Practice.

Buy demonstrations
Finish the southern-most mission of chapter 3 in Weapon Master mode. A road will appear. Take it to find a shop selling the martial arts demos.

Extra Arcade mode:
Beat Arcade mode with any character.

Extra Vs. mode:
Beat Extra Arcade mode with any character.

Extra Survival mode:
Beat Survival mode with at least ten wins.

Extra Practice mode:
Beat Weapon Master mode with any character.

Extra Vs. Team Battle mode:
Beat Extra Team Battle mode.

Thanks to Revolution readers Martin Brodeur, Nick Cal, Link, Jauheem, and Ralph Wiggum!