Play as Anita
Beat the game. Then go to the character select screen not the shortcut version. Press Up Right Down Left Up Right Down Left and hold Up. Then press and hold Light Punch then Middle Punch then Heavy Punch LP > LP MP > LP MP HP
Play as the Boss Dr. Doom
Beat the game. Save it to a memory card and reload it from there. Then go into the character select screen not the shortcut version. Move the cursor to Spiderman press Down Down then hold Down and press Light Kick and hold it then press Medium Kick and hold it then Hard Kick and hold it. Captain America should now change into Dr. Doom.