Play as Marionette:

At the character selection screen, highlight
the "?" selection, then press Start(7) and 
A, B, X, or Y. Marionette takes the form of 
any  opponent you are fighting.


Play as Oboro Bishamon:

At the character selection screen, highlight
Bishamon, then hold Start and press A, B, X,
or Y.


Play as Shadow:

At the character selection screen, highlight
the "?" selection, then press Start(5) and 
A, B, X, or Y. After every round, Shadow takes
over your fallen opponents body and fights the
next round as them.