Chambers are unlocked if you perform a certain task. Each Wu-Tang member must find his own path to the 36 Chambers (ie, you must play with everybody to unlock everything). Groups of Chambers unlock secrets (groups are denoted by color). You must be in the Story Mode to unlock Chambers. Here is the key to the Chambers:

BLUE
Gain: A Variation Arena is opened in the Versus mode.
Chamber #1 ==> Join the Quest... Awarded for Courage. (Play as that character)
Chamber #2 ==> Defeat the 'Courtyard in the Ghetto' variation arena.
Chamber #3 ==> Defeat two arenas in a row without continuing.
Chamber #4 ==> Perform a 4-hit combo.
Chamber #5 ==> Defeat the bridge level.

RED
Gain: Character's second Fatality (Finish a round with any Punch 2 [TRIANGLE] move)
Chamber #6 ==> Complete four levels in a row without continuing.
Chamber #7 ==> Perform a 5-hit combo.
Chamber #8 ==> Perform a 6-hit combo.
Chamber #9 ==> Perform a 'swap' move (SQUARE+CIRCLE)
Chamber #10 ==> Perform a 7-hit combo.

GREEN
Gain: Character's third Fatality (Finish a round with any Kick 1 [X] move)
Chamber #11 ==> Perform a 8-hit combo.
Chamber #12 ==> Perform a 9-hit combo.
Chamber #13 ==> Throw opponents at least four times in one match.
Chamber #14 ==> Finish a foe with Fatality 2.
Chamber #15 ==> Eliminate three enemies while in 'Double-D' Rage mode.

YELLOW
Gain: Unlock Character Art for your character and his model-swap counterpart.
Chamber #16 ==> Block five enemy attacks.
Chamber #17 ==> Defeat the Barge Variation level.

PURPLE
Gain: Secret Character Outfit.
Chamber #18 ==> Evade all enemies for 15 seconds.
Chamber #19 ==> Use the Rage meter to defeat a foe.
Chamber #20 ==> Defeat the Warehouse Variation level.

VIOLET
Gain: Unlock your rival (model-swap) in the Versus and Practice mode.
Chamber #21 ==> Perform a Tech Roll.
Chamber #22 ==> Defeat the second Warehouse Variation level.
Chamber #23 ==> Defeat the Chinatown Square Variation level.

ORANGE
Gain: Model-swap character's fourth Fatality (Finish a round with any Kick 2 [CIRCLE] move)
Chamber #24 ==> Defeat Chinatown Sewers level.
Chamber #25 ==> Perform a 10-hit combo.

LIGHT BLUE
Gain: Character's fourth Fatality (Finish a round with any Kick 2 [CIRCLE] move)
Chamber #26 ==> Defeat Airport Hangar level..
Chamber #27 ==> Complete a level without losing a life.
Chamber #28 ==> Finish a foe with Fatality 3.
Chamber #29 ==> Defeat six arenas in a row without continuing.

LIGHT GREEN
Gain: Boss's second Fatality [You must unlock the boss] (Finish a round with any Punch 2 [TRIANGLE] move)
Chamber #30 ==> Defeat eight arenas in a row without continuing.

GREY
Gain: Character's fifth Fatality (Finish a round with any Throw)
Chamber #31 ==> Defeat Forgotten Temple level.
Chamber #32 ==> Defeat Shaolin Temple level.
Chamber #33 ==> Defeat ten arenas in a row without continuing.
Chamber #34 ==> Finish a foe with Fatality 4.
Chamber #35 ==> Defeat a foe without losing any energy (just one round -- don't go killing yourself over this one just yet).

GOLD
Gain: Unlock a function in the options menu.
Chamber #36 ==> Defeat Mong Zhu and gain all 36 Chambers.
NOTE: The gained functions vary by character. The given rewards are from using Method Man, and give you a good idea of what to expect when you've collected a set of Chambers. However, the game has a complicated secret system that encourages you to use every Wu-Tang character completely (and master him in Practice mode). You can expect similar results when using other Wu-Tang members, but you will not always get the same results (for instance, GZA's Blue Chambers unlock his second Fatality; Masta Killa unlocks the Ninja game mode [fight in a darkened arena] ).