Clear the game with certain normal characters will unlock other secret characters in the game.
(Once you unlock them, you have to fight in VS Mode and these characters will join in the battle. You then need to defeat them):
Alternative Way - Gogandantess:
Clear the game with all 12 normal characters in story mode to unlock him.
Have Samanosuke Akechi, Kaede, Normal Soldier and Kotarou each fight against Gogandantess to unlock him.
Ran Clear the game with Jujudormah twice in story mode.
Clear the game with Miyamoto Musashi in Story Mode
Clear the game with Small Fish Soldier in Story Mode
Clear the game with all 12 normal characters in story mode to unlock this warlord.
Clear the game with Samanosuke Akechi in story mode.
Use Rockman EXE to collect all 3 Crystals (Green, Blue, Purple) to unlock Zero