Shaman King mode:
Successfully complete story mode, then save the game.
Omake mode:
Successfully complete story mode, then save the game.
Alternate costumes:
Successfully complete story mode. Then hold Start and press A while
selecting the second Yoh or first Tao Ren to unlock their alternate
costumes.
Fight as Lyserg in Shaman King mode:
Successfully complete Shaman King mode.
Fight as Jeanne in Shaman King mode:
Successfully complete Shaman King twice.