Loading screen dialogue:
Press any button during the load sequence to hear the characters speak. 

Unlock Arcade Version Opening Movie: 
Beat Extra Time Attack Mode, or play 5 times
Unlock Home Version Opening Movie: Beat Extra Survival Mode or lose five times 
Unlock Character Profiles: Beat Arcade Mode with that character 

Unlock Chapters/Missions in Weapon Master Mode:
To unlock Supchapter 1, beat Stage 3 of Chapter 3 in Weapon Master Mode
To unlock Subchapter 2, beat Stage 3 of Chapter 4 two times in Weapon Master Mode
To unlock Subchapter 3, beat Stage 2 of Chapter 8 in Weapon Master Mode
To unlock Subchapter 4, beat Stage 3 of Subchapter 3 in Weapon Master Mode
To unlock EXTRA Missions, beat Chapter 10 of Weapon Master Mode 

Unlock Characters:
Complete the following actions to unlock each character 

Yoshimitsu: 
Beat Stage 3 of Chapter 2 in Weapon Master Mode 
Charade: Beat Stage 1 of Chapter 3 in Weapon Master Mode 
Cervantes: Beat Stage 4 of Chapter 3 in Weapon Master Mode 
Sophitia: Beat Stage 5 of Chapter 4 in Weapon Master Mode 
Seung Mina: Beat Stage 3 of Chapter 6 in Weapon Master Mode 
Berserker: Beat Stage 1 of Subchapter 1 in Weapon Master Mode (Extra) 
Lizardman: Beat Subchapter 2 in Weapon Master Mode once you reach Level 72, then go on to complete WM Mode (Extra) 
Assassin: Beat Stage 2 of Subchapter 3 in Weapon Master Mode (Extra) 

Unlock Extra Modes:
Complete the challenges listed below 

Extra Practice Mode: Beat Stage 1 of Chapter 1 in Weapon Master Mode 
Extra Time Attack Mode Standard: Beat Stage 1 of Chapter 5 in Weapon Master Mode 
Extra Time Attack Mode Alternative: Beat Stage 4 of Chapter 9 in Weapon Master Mode
Extra Time Attack Extreme: Beat Stage 1 of Extra Chapter 1 in Weapon Master Mode 
Extra Survival Mode Standard: Beat Stage 5 of Chapter 6 in Weapon Master Mode 
Extra Survival Mode (Death Match): Beat Stage 3 of Subchapter 3 in Weapon Master Mode 
Extra Survival Mode (No Recovery): Beat Stage 2 of Extra Chapter 2 in Weapon Master Mode 
Extra Team Battle Mode: Beat Stage 1 of Subchapter 1 in Weapon Master Mode 
Extra Arcade Mode: Attempt Arcade Mode 10 times or beat it once 
Extra VS Battle Mode: Attempt Extra Arcade Mode 5 times or beat it once 
Extra VS Team Battle Mode: Attempt Extra VS Battle Mode 5 times or beat it once 

Unlock New Arenas:
Complete the challenges listed below 

Lakeside Coliseum: 
Beat Stage 3 of Chapter 1 in Weapon Master Mode 
Money Pit: Beat Stage 1 of Chapter 4 in Weapon Master Mode 
Labyrinth: Beat Stage 6 of Chapter 6 in Weapon Master Mode 
Hwangseo Palace/Phoenix Court: Beat Stage 2 of Chapter 7 in Weapon Master Mode 
Egyptian Crypt: Beat Stage 5 of Chapter 8 in Weapon Master Mode 

Unlock Weapons/Items:
Complete the challenges listed below 

Talim- Double Crescent Blade: Beat Stage 2 of Chapter 3 in Weapon Master Mode 
Raphael- Schweizer: Beat Stage 4 of Chapter 3 in Weapon Master Mode 
Cervantes-Acheron: Beat Stage 5 of Chapter 3 in Weapon Master Mode 
Maxi- Fuzoroi: Beat Stage 5 of Chapter 3 in Weapon Master Mode 
Xianghua- Soul Calibur: Beat Stage 2 of Chapter 5 in Weapon Master Mode 
Seung Mina- Halberd: Beat Stage 6 of Chapter 6 in Weapon Master Mode 
Nightmare- Soul Edge: Beat Stage 3 of Chapter 7 in Weapon Master Mode 
Necrid- Ethereal Edge: Beat Stage 5 of Chapter 8 in Weapon Master Mode 
Seung Mina- Ambassador: Beat Stage 2 of Chapter 10 in Weapon Master Mode 
Sophitia- Synval: Beat Stage 2 of Chapter 10 in Weapon Master Mode 
Xianghua- Soul Edge: Beat Stage 1 of Subchapter 2 in Weapon Master Mode 
Voldo- Soul Edge: Beat Stage 2 of Subchapter 2 in Weapon Master Mode 
Taki- Soul Edge: Beat Stage 3 of Subchapter 2 in Weapon Master Mode 
Cassandra- Soul Edge: Beat Stage 4 of Subchapter 2 in Weapon Master Mode 
Mitsurugi- Souvenir Gift: Beat Stage 3 of Subchapter 3 in Weapon Master Mode 
Maxi- Termite Snack: Beat Stage 3 of Subchapter 4 in Weapon Master Mode 
Mitsurugi- Soul Edge: Beat Stage 5 of Subchapter 4 in Weapon Master Mode 
Cassandra- Soul Edge: Beat Stage 5 of Subchapter 4 in Weapon Master Mode 
Cervantes- Imitation Sword: Beat Stage 5 of Subchapter 4 in Weapon Master Mode 
Kilik- Bamboo Staff: Beat Stage 2 of Extra Chapter 1 in Weapon Master Mode 
Astaroth- Soul Edge: Beat Stage 3 of Extra Chapter 1 in Weapon Master Mode 
Nightmare- Galley Oar: Beat Stage 3 of Extra Chapter 1 in Weapon Master Mode 
Ivy- Prototype Ivy Blade: Beat Stage 2 of Extra Chapter 2 in Weapon Master Mode 
Necrid- Soul Edge: Beat Stage 3 of Extra Chapter 2 in Weapon Master Mode 
Sophitia- Memento: Beat Stage 3 of Extra Chapter 2 in Weapon Master Mode