Play as Zero Gouki: 
Beat the game with each of the pilots on the bottom row of the pilot selection screen (Chiyomaru Kaguru, Shade, and Devilotte). Then on the VA selection screen, the Super 8, Gaits, Helion and Warlock will become selectable. Now beat the game with any of the original pilots. If done correctly, there will be a message near the ending. Now on the VA selection screen, Gouki will appear at the very bottom beneath the Warlock. An alternate method to obtain him is to beat the game on any difficulty level above four stars without using any continues. Then, he will be selectable in Vs. and arcade modes.