Daidoji can only be unlocked and played as in the Hanzo part of the game. Rin and Crimson Homura can only be unlocked and played as in the Hebijo part of the game.

Unlockable	How to unlock
Crimson Homura (Hebijo)	She is unlocked as an alternate form for Homura by pressing L or R when selecting her. Unlocked by beating the Hebijo story.
Daidoji (Hanzo)	Complete the "Daidoji Appears!" mission which is unlocked by beating the Hanzo story.
Rin (Hebijo)	Complete the "Strongest Shinobi" mission which automatically starts when you beat the Hebijo story.