To get the Galleries you have to complete the tournament battle with each character.
Successfully complete a tournament battle with a character to unlock a secret character.
See Different Intros
At the beginning of the game, before the normal intro, hold a direction on the +control pad. A different intro will appear. There are 12 total, seen by holding left, right, up, or down. The other eight are seen by holding the left or right trigger with a direction.
Play as powered up brimstone
Press B+R at the same time to make Brimstone get bigger shoot many charged up flare missiles and use the deadly ''Inferno''.
Play as violator
Pick Clown and push R + B simultaneously. Be careful, your energy constantly runs down in this form.