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.
In Story mode, get out of the burning dojo alive.
In Storyline mode, you must meet Hagger.
You must talk with the shopkeeper of the Flesh Scrawl Tattoo Parlor, when you are done with the pests minigame.