Play as Oboro
At the character select screen, highlight Bishamon and hold select and press any button
Pllay as Image Talbain
At the character select screen, highlight Gallon and hold select and press all 3 punch or kick buttons
Play as Male Shadow
At character select screen, highlight the "?" box and press select 5 times
Play as Female Shadow
At character select screen, highlight the "?" box and press select 7 times