Go to the menu screen, select Special and leave the cursor on the word exit and enter one of the following codes:

Unlock Jubei Cammy's clothes
Press L2, L2, Right, Right, L3, Triangle, Left, L1, L2, Square buttons.

Unlock Ohatsu Chun-Li's clothes
Press R3, Right, L2, Left, Left, R3, L1, R1, Right, R3 buttons.

Unlock Roberto Guile's clothes
Press R2, L2, Left, L1, Left, Right, R3, Square, Square, Triangle buttons.

Unlock Soki Ryu's clothes
Press Left, Triangle, R2, R3, Square, R1, R1, Right, Left, L2 buttons.

Unlock Tenkai Ken's clothes
Press L3, L3, R3, R3, R3, Left, R2, L1, Square, Right buttons.