Finish the game with the difficulty level set to normal or higher using a character with an Angel alignment.
Fight as Kurara
Enter arcade mode and highlight Nanase. Press Select, Up, Down(2), L1 + L2, Start. The screen will flash to confirm correct code entry. Highlight Nanase. Press Start to scroll through the two versions of Nanase and the two versions of Kurara.
Fight as Kyohya
Use the "Fight as Kurara" code. Enter Vs. mode and highlight Verny. Press Select, Left, Right, Up, Down, R1 + R2, Start. Kyohya will appear next to Verny.
Fight as Unknown (Angel boss)
Finish the game with the difficulty level set to normal or higher using a character with a Devil alignment.