Fight Zero Gouki
Have Zero Gouki unlocked, then set the difficulty to 5 or highter and play through arcade mode with Gawine Murdock.
Gaits
Beat the game as Chiyomaru & Tessan on any Difficulty.
Gouki
Enter versus mode and select any character. At the area select screen, highlight random option. Hold L2 and press Circle to play as Gouki.
Helion
Beat the game as SHADE on any Difficulty.
Super-8
Beat the game as Devilotte on any Difficulty.
Unlock Zero Gouki
Playthrough the arcade mode with Warlock without using continues.
Warlock
Unlock Gaits, Helion and Super-8.
ZeroGouki
Beat the game with Warlock on any Difficulty, without using a continue.