White Len and Aoko:
Defeat Aoko with all default characters and complete each of the eight storylines in story mode.

Alternate stage backgrounds:

Do not use any continues while playing in arcade mode. You will fight Aozaki Aoko after defeating Shiroi Len . Defeat her to unlock the background that you fought her on in versus and training modes.

Giant Attack mode:
Successfully complete arcade mode. Then highlight the "Arcade Mode" option at the main menu, hold [Shield] and select "Confirm". The character selection screen's background will turn blue to confirm correct code entry. Select a character to battle a giant version of Shiki's stepsister for a random number of rounds.