In 'Crocodile Adventure Mode', Nico Robin is the first ally you get. Get her, then win a battle with her.
Buggy
To unlock Buggy as a Captain in Adventure Mode, in Luffy's Adventure Mode, defeat Crocodile in Alubarna on the Alabasta Kingdom Sea Area, and recieve the rank "Top Pirate in Town", and before or after the credits, you will recieve Buggy as a Playable Captain in Adventure Mode.
Crocodile
To unlock Crocodile as a playable captain in Adventure Mode, in Luffy's Adventure Mode, defeat Crocodile in Alubarna on the Alabasta Kingdom Sea Area Map, and after you defeat him, get the rank "Top Pirate on the Island". Before or after the credits, you will recieve Crocodile as a Playable Captain in Adventure Mode.
Eneru
In Crocodile's adventure mode, get Eneru as your ally in the Jaya area, and win a battle using him.
Kuina
In 'Chasers Adventure Mode', battle Kuina with Tasigi so you can make her your ally. Then get her to level 15 and win one more battle.
In Chaser's (Smoker) adventure mode, after recruiting Mihawk, win a battle using him.
Mr. 2 Bon Clay
In Crocodile's adventure mode, get Mr. 2 as your ally, and win a battle using him.
Nico Robin
In Luffy's adventure mode, get her as your ally at the end, and win a battle using her.
Ohm
In Crocodile's adventure mode, get Ohm as your ally in the Jaya area, and win a battle using him.
Shanks
In Buggy's adventure mode, recruit Shanks and then win a battle using him.
Trace (Ace)
In Buggy's adventure mode, recruit him in Drum Island, then win a battle using him.
Ussop
To unlock Ussop as a Playable Captain in adventure Mode, defeat the final boss in Luffy's, Buggy's, Crocodile's, AND Chaser's Adventure Modes. After the credits of the last Adventure Mode(No order is required), you will unlock Ussop as a Playable Captain. In Ussop's Adenture Mode, you can use make a team of ANY Pirates you have unlocked!
Zolo: Auto Attack Power-up
As Zolo, press A then X. Zolo's fist will be blue or have blue flames around it. You'll lose the blue fist when you get hit.