Unlockable: Original Final Fight
(Unverified) You must finish the entire game. Alternately, defeat the boss porno guy in the warehouse when he's using the forklift truck to kill you. Defeating him unlocks the original Final Fight in the Bonus menu.

Unlockable: Guy
In Story mode, get out of the burning dojo alive.

Unlockable: Hagger
In Storyline mode, you must meet Hagger.
Submitted by Dellsta
Unlockable: Japantown
Finish minigames. Then talk to the shopkeeper of the Flesh Scrawl Tattoo Parlor.