At the character selection screen highlight one of the characters below and press the start button the required times listed.

Ryu: Press START=Ryu 2; START x2 = Evil Ryu
Ken: Press START=Ken 2
Bison: Press START=Bison 2, START x2= Cammy
Chun-Li: Press START=Chun-Li 2, Start x2= Chun-Li 3
Dhalsim: Press START=Dhalsim 2
Sagat: Press START=Sagat 2
Zangief: Press START=Zangief 2
Sakura: Press START x5=Sakura 2