Complete the indicated task to unlock the corresponding costume. Note: Press Y at the character selection screen to change costumes.

Kenshiro's torn clothes: Complete Illusionary mode as Kenshiro.
Raoh's torn clothes: Complete Illusionary mode as Raoh.
Rei's white hair.: Complete Legendary mode as Rei.
Toki's overcoming illness: Complete Illusionary mode as Toki.