Finishing Musou Mode with any character from each default kingdom will unlock the following characters from other kingdoms.

Effect - Code

Yuan Chao - Finish Musou Mode with Dong Zhuo
Lu Bu - Finish Musou Mode with Dong Zhuo
Meng Huo - Finish Musou Mode with Dong Zhuo
Zhang Jiao - Finish Musou Mode with Dong Zhuo
Zhu Rong - Finish Musou Mode with Dong Zhuo
Diao Chan - Finish Musou Mode with Dong Zhuo
Dong Zhuo - Finish Musou Mode with Dong Zhuo