In order to unlock the special videos in Gallery mode in SFIV, You must complete arcade mode with the two characters that are in each special video.

Video	How to unlock
The Chun Li Vs. Crimson Viper video	Beat arcade mode with Chun Li And Crimson Viper
The Gouken Vs Akuma Video	Beat Arcade mode with Gouken and Akuma.
The Guile Vs. Abel Video	Beat arcade mode with Guile and Abel
The Ryu Vs. Ken Video	Beat arcade mode with Ryu and Ken.