These should be done on the Hard difficulty setting and characters should already have their level 9 weapons:

Da Qiao
Play the Battle Of Xu Chang level on the Wu side. Defeat Deng Ai, Hu Zhi, and Dian Wei.
Dian Wei
Play the Battle Of Wan Castle level. Defeat Hu Che Er, then join with Cao Cao. After the Cao Cao conversation with Dian Wei event, deplete about half of Zhang Xiu's HP and he will retreat. After the castle gate closes, clear the map of enemies for Cao Cao to advance. After Cao Cao reaches the dead end, two fire blocking exit messages will appear. After the Xu Chu breaks through wall event, Dian Wei earns his Level 10 Weapon.
Dong Zhou
Play the Lu Bu's Revolt level. Kill everybody on the screen where Lu Bu is the only one alive. If done correctly, Dong Zhou will make a comment.
Guan Yu
Kill all the Wu generals at the Fan Castle level. Make sure that all your soldiers switch sides before you kill the Wu generals.
Huang Gai
On the Battle Of Chi Bi level, eliminate all enemy entry points before the fire attack, then defeat Cao Ren, Cao Hong and Cao Pi.
Lu Bu
Play the Lu Bu Rebellion level. Clear the entire stage of every enemy so that only Dong Zhuo remains alive. Be sure to kill every general and sub-general yourself. Lu Bu will earn his Level 10 weapon. Note: If the weapon does not appear after only Dong Zhuo is alive, move around the map awhile. There may still be ambush troops you did not encounter.
Lu Xun
On the Battle of Yi Ling level, protect and keep Zhu Ran alive until he successfully triggers the fire attack. Enter stone maze, and pass through it.
Ma Chao
In the Chen Du Suppression level go to the left side of the map to trigger the appearance of enemy back-up troops. Kill the enemy back-up troop generals Pang De and Ma Dai. Note: This can only be done in Musou mode, because the generals will be Ma Chao and Ma Dai in free mode.
Meng Huo
Play the Battle Of Cheng Du level as Meng Huo on the Nanman Forces. Kill every character that is playable. Note: Make sure you personally kill the character and have his level weapon. You will get his level 10 weapon, King Of Beast.
Pang Tong
Play the Battle Of Luo Castle on the Shu side. When Zhang Ren appears, decline his duel challenge. Destroy the bridge and kill Zhang Ren.
Sima Yi
Ho to Battle Of Wu Zhang Plains level and defeat Wei Yan, Jaing Wei, and Ma Chao. A message will appear, stating that Dark Feather has been unlocked.
Sun Jian
Play the Search For The Imperial Seal level with Sun Jian. You must defeat Li Jue, Zhang Liao, Diao Chan, and Lu Bu. Finish the level with Sun Jian's level 9 weapon to get his level 10 weapon.
Xiahou Dun
On the Battle of Xia Pi level, after the Xiahou Dun shot by an arrow event, defeat Diao Chan.
Xiahou Yuan
On the Battle of Mount Ding Jun level, immediately kill the exchanging hostage Chen Shi. Then move directly to Huang Zhong. Defeat Huang Zhong.
Yuan Shao
Play the Battle Of Guan Du level as Yuan Shao. Protect the ramming vehicle until the castle wall falls. You will then get the Sword Of Kings.
Zhang He
On the Battle Of Jie Ting level, surround Ma Su and defeat him. Then, defeat all enemy generals and sub-generals.