Unlock Boss Challenge Mode:
Defeat both hidden bosses and then hold square + triangle when you select Arcade mode.

Extra Option:
Clear the Boss Challenge mode without using a continue to unlock the Extra Option.

Infinite Custom Groove:
Defeat all the characters in Survival mode without losing to get infinite custom groove.

Super Move:
Defeat your opponent with one of the following to get a finishing blow: Counter a Super Move with either a Special or a Super Move; Counter a Special with a level 3 Super Move; or Hit a taunting opponent with a level 3 Super move