At the Title Screen you canput in these 3 codes.

Ultimate Armor X at character screen = Left,Left, Left, Right, Right, Right, Left, Left, Left, Left, Right, Right, Right.

Black Zero at character screen = L1, L1, R1, R1, L1, L1, L1, L1

White Axl at... (you get it) = L2, L2, L2, R2, R2, R2, L2

Now start a new game and they will be there.