Repeatedly tap C-Up, C-Down, C-Left, or C-Right after being knocked down to regain up to two health points.
Hold L and press Left or Right at the character selection screen. The character portrait will change colors to confirm correct code entry. Then, select a character while L is still held.
Press A, B, Right, Left, Right, Left, Down(2), Up(2) at the title screen. Note: While fighting as Reiji, press L + R when the health bar is at approximately 33% to transform into Yami or Hikiri.
Press Up(2), Down(2), Left, Right, Left, Right, B, A at the title screen.