To unlock these characters you must have completed the game (any difficulty), O-parts (1000000 per set), and enter cheat code at very specific areas of the game To unlock, go to designated location and enter this cheat code: Hold down ZR and press up, down, up, right, left, X, B, Y, A.

Effect	Code
Centinals Set: Wonder-Captain, Wonder-Scarf, Wonder-Gramps	Location: Starting position of the Prologue.
Real Superheroes Set: Wonder-Goggles, Poseman, Wonder-Director	Location: During the Epilogue, right after the first car is cut off.
Rivals Set: Prince Vorkken, Chewgi, Immorta	Location: Operation 009-B, starting position of the battle with the shield-generating device.
The Olden Days Set: Wonder-Daddy, Wonder-Future, Wonder-Red (Emeritus)	Operation 006-B, during the battle with Laambo, to the west by bowl of noodle soup.
Unlocks Bayonetta, Jeanne & Rodin	Go to the start of Operation 001, outside of the school.