Characters
Beat story mode as any character: Neji Hyuuga


Beat story mode as Neji Hyuuga: Hinata Hyuuga


Beat story mode as Hinata Hyuuga: Haku


Beat story mode as Haku: Zabuza Momochi


Beat story mode as Zabuza Momochi: Gaara


Beat story mode as Garaa: Orochimaru



Costumes
At the character selection screen hold L1 + R1 while choosing a character.