Full pause screen
Pause the game and press X + Y.

Teammate assistance
When selecting the fighting order before a match, hold B. Note if any of the characters are neutral or friendly. Then if your fighter is stunned during the match, hold X + Y + A to have your teammates enter the fight.

Alternate survival mode
Successfully complete survival mode once. Then, highlight the "Survival Mode" option, hold Start and press A to fight individual characters instead of team battles.

Alternate costume colors
At the character selection screen, highlight a fighter, then press one of the following actions:

Normal color: A
Second color: A + X
Third color: A + Y
Fourth color: A + X + Y

Alternate costumes
At the character selection screen, highlight one of the following fighters, then hold Start and press A, B, X, or Y:

Kyo Kusanagi
Terry Bogard
Andy Bogard
Joe Higashi
Ryo Sakazaki
Robert Garcia
Yuri Sakazaki
Mai Shiranui
Billy Kane
Orochi Yashiro
Orochi Shermie
Orochi Chris
Omega Rugal