Secret character:
Quickly press [Up(2), Down(2), Left, Right, Left, Right, X, Circle] 
three times after hearing "Suta Ato, Oshite ne" spoken. A clashing 
sound will confirm correct code entry. Enter the character selection 
screen (not story mode), and press R1. 

Play as Shinobu: 
Choose a difficulty of two or three stars and finish the game without 
using any continues. Fight Shinobu to complete the game. Go to Vs. 
mode and press R1 or R2 to play as her.