Play as Cain Judas or Marukka
Beat the game on Medium difficulty.
Complete all of a character's moves in practice mode. Then at the Character Selection screen highlight a fighter and press L1 L2.
BellaDonna's 3rd Thrill Kill
Press Down Square Circle L1
Fill Kill Meter
During a fight press L1 L2 R1 R2 Punch 1 Kick 1 Select
Play as Gimp in Practice Mode
Complete Practice Mode with all eleven characters. Then at the Character Selection screen hold L1 L2 R1 R2 and press X on any character.
Fight Regular Game in Practice Mode Arena
Complete Practice Mode with all eleven characters. Then while any arena is highlighted hold L1 L2 and press X.