As the indicated faction, complete the listed task in Stage 7 to unlock their Last Gaiden stage.

Unlockable	How to unlock
Sengoku	Get 1,000 KOs.
Shu	Escape from the burning castle in less than two minutes (all friendly officers as well).
Wei	Defeat the defected Da Ji in less than one minute.
Wu	Rescue the Sun family in less than three minutes.