Fight as Minazuki Zankuro:
Select two player mode, highlight Haohmaru, then hold D, and press A. For player two, highlight Genjuro, hold D, and press A.

Blood mode:
Hold Start, highlight the "Options" selection at the title screen, then press A to enter the options screen. While continuing to hold Start, highlight the "Exit" selection and press A + B + C + D.

Suicide:
Press Left, Right, Down + Start during a match.